Depends on the team, and often you'll use neither, but Stealth Rock is preferred
Double Battles except in rare cases are extremely fast paced complicated messes of strategy where every move must be fully exploited in order to ensure one's success. Unlike in single battles, switching, more often than not, is a highly risky affair that will likely severely injure the incoming Pokemon, making switching a rarer occerence. These two phenomona make entry hazards far less effective in doubles than in singles, as more often than not a Pokemon can do more damage by using a more direct support move or field status than setting up entry hazards, and as such they are rarely used.
However, Stealth rock is the most viable option, as it is easily set up in one turn and a more diverse set of Pokemon can learn it, making it not only more easily implemented onto a team but also more efficient in the fast pace battle.
Basically, if you're going to use entry hazards, use Stealth Rock the majority of the team as it is the quickest and easiest way to set up hazards.
Hope this helps