GT4 Prologue introduced new modes to the GT series, like having to overtake other cars, the cones test and stuff like that.
While GT5 Prologue is a stripped down GT mode, with barely anything new, "just" the new online mode, and maybe the new team mode and GTTV, but back to GT4P we had this cool "making of" DVD.
If I got to choose I choose both, since gameplay wise GT5P is a big leap.