I've got both a Kelly and a Thermette and, of the two, I definitely prefer the Thermette. Reasons? I prefer the handle arrangement on the copper beast, it does appear to boil the water very slightly quicker than the Kelly and, apparently, the copper has the effect of killing off bugs in the water that you boil (as if boiling weren't enough in itself!). There are some disadvantages when it comes to cost but I reckon the Thermette will last longer and will have a less detrimental effect on my health than its aluminium cousin.
As with any shopping decision, it's down to your personal choice, budget, interest and so on.