From a pure power gamer stance, Yuri hands down. Ultimately pick which one you like more though. Griever is IMO the worst leader in the game.
Yuri is a definitely a great toolbox with able combat and defensive potential, and he acts as a great bodyguard for Lilian when you take Weapons of Azrael, because you can stay mid-field and bark King's Tower or his Leader Abilities while Lilian spread heals.
However, Griever is not the worst Leader; Lv. 80 Grimorium easily sweeps that position. Griever is on the lower end of the Leaders, that is true, but he is in my opinion the best tank in the game, the only rival worth considering being the Legacy itself; from my experience, Griever tends to fare better against being tag-teamed than Legacy. As Hiro said, Defensive Stance + Indomitable + 3 Armor + 20 Health = WHY WON'T YOU DIE!?!? Griever also sports very nice offensive abilities: Scar of the World is a 6/10 with Innate Gnosis and Critical Mastery, so it has a good chance of dealing Damage, Dodge or not. End of the World, despite its cost, is one of the best AP-draining Attacks in the game as well as one the most damaging Attacks in the game; if you hit the opponent for base Damage each time - having a bad roll streak - that's already 24 Damage against no Armor. Ouch! I think it is better than Ophiel's Godless World; it has the potential to deal more Damage, drain more AP, or do both at the same time.
And as Hiro said, Griever makes a nice, even 200 Levels with the Cerberus Division. I still think Yuri is better, mainly for his utility, cheap price, and good durability, but Griever is by no means a bad Leader. I would say he is on par for efficacy with Ophiel, who many also consider to be a so-so Leader.