For windsurfing between the two, you would have to say Sunny Coast,
heaps more flat water options, river and river mouth options, plus 2 x big lakes and all seriously less crowded when it comes to boats etc, parking etc, everything is easier up here!

There are spots on the Sth end of the coast, central or Nth that are all good.
Wave sailing we have beach breaks that can be tricky, but also the 3 main river mouths and places like Neil St with offshore reefs all work really well when we get the big SE blows.
Wind...I'd say in Spring Goldie gets stronger NE winds than Sunny coast...SE's are probably similar to each place.
Surfing think the Gold Coast would win hands down, especially the southern beaches, again more crowded than sunny coast, but from the Goldie you are close to all the amazing uncrowded beaches of Nth NSW...heaps of wave sailing spots there also, not so flatwater.
Biggest issue with both, especially this season is lack of decent wind, Melbourne/Vic heaps windier location that SE Qld, but we have warm water as the trade off, you wont need a thick wetsuit, if any at all, so probably could argue better place for the kids to learn.
Just don't expect any Point Dangers, or Sandy points here

if you own a 4m sail, sell it down there before you come...5m day's are also a rare treat.