Both are methylated forms of DHT so there may be some who are concerned with hair loss, acne and prostate problems. This is the same as would apply with all DHT based AAS.
Masteron (2-methyl DHT) is usually a propionate which requires EOD shots and is more expensive.
Proviron (1-methyl DHT) is taken orally ED and cheaper. As it's taken orally, proviron would be a little harder on the liver than masteron but with any reasonable cycle, this shouldn't be a problem.
Both need to be taken at 50-100 mg/day to provide the benefit of reducing estrogen by binding to the aromatase enzyme and increasing free test by binding to the SHBG.
Both are suppressive and both will essentially take the place of endogenous Test so yes, both will help with erections although proviron is better known for this.
Neither provide much, if any, anabolic benefit.
Winstrol is a completely different animal.
Considering how similar they are, I'd opt for the easier to take and cheaper proviron.
MaxRep