I can't tell you anything about NJ but the NYS written exam is pretty easy. The practical exam really depends on your examiner. I had to redo a station because the examiner was busy talking to another examiner and didn't hear about 30% of what I said and failed me. I retook it with another examiner and passed. I've hear some people say they had examiners who were hard core and you had to do everything perfectly (and their way).
NJ teaches to the NREMT test and skills, the classes will probably use the orange book (the AAOS one, google it). The state exam is easy enough to do while blindfolded.
There is probably very little difference between EMT classes in both states. Just take a class that best suits your schedule. You will have to worry about reciprocity. NY cards are taken at face value in NJ, NY requires you to have some sort of state cert and do some paperwork.