Why are you doing DM training? If just to increase your skill and knowledge, then which agency doesn't matter.
If you are doing DM training in order to work as a DM, then you should be talking to prospective employers to find out if they care one way or the other.
Another thing you should research is the ease or difficulty of cross certifying later on --- for example, if you do SDI DM now, how much difficulty would it be to later get certified as a PADI DM. Since your instructor is both SDI and PADI, he'd be the person to ask first.