I didn't use either, but I would go with training pants over pull ups.
You might find that he's actually not ready yet. DS1 was showing what I thought were all the signs of being ready at that age, and was always pulling his nappy off. He didn't do so well in undies though, and was nearly 3 before he was able to wear them. His biggest problem has always been concentration - if he's interested in what he's doing he just won't stop! With DS2 I did it differently - I didn't put him in undies until he asked to wear them. He was trained from the first time he wore them so I think waiting worked (mind you, younger siblings are nearly always easier!).
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