Wow ...the games are completely dissimilar, so it's hard to make a comparison. Also, this is an opinion question, so it should probably be a pick. It's like asking "What's better? Eating, или getting a paycheck?"
Connect four is a two-player game that takes about five минуты to play. Scene it? is a party game that takes at least half an час and requires a TV and DVD player (or online video game system). If Ты like a big group experience - and can gather a big group of people fairly regularly - then Scene it? is better. If Ты prefer a quick game and/or Ты only have one person Ты can play with, then Connect Four is better.