I prefer
Gregor - more international, slightly more macho, and shorter and more definite-sounding.
Gregory is fine, and since I don't at all mind
Antony and
Timothy, it can't be the -y ending, so I don't really understand my own opinion. Plus, I dated a very nice
Gregory at one point and all remained amicable, so no hard feelings even. I'd use either as a mn, depending on rhythm.
Realistically, they're both likely to become
Greg most of the time, so it hardly matters!