The Holy Grail is combining the two in the Internet of Things, and Arduino 101 is an example of one failure to do that Yun (and imitations) is also a combo attempt, I'd say if you were already invested in Arduino, and were familiar with Arduino 'Hats,' Yun would be the way to go, and quite reasonably priced as far as what it is capable of doing. Arduino is for programming appliances, robots, etc. Both of them are good for learning programming, but RPi more for something like web scripting, or interfacing with PC and small networks. If you want to learn about circuits and sensors, and electronics in general, you want to go with Arduino.
If you want to attempt projects like home video servers or video game emulation projects that require very little knowledge of electronics, where you can solve more problems with software, I'd go with the Raspberry Pi. Arduino-compatible + Bluetooth Low Energy with built in USB plus battery charging. You cannot run linux on an Arduino Uno, for example. Arduino 101 quick reference guide including specifications, features, pricing, compatibility, design documentation, ordering codes, spec codes and more. Uno Revision 3 standard, making it possible to use 3rd-party shields that. (maybe they'll start calling them picocomputers?) Other Arduinos are based on microcontrollers. Yun has a linux System-on-a-chip microprocessor.
I had reservations about the Arduino 101 (A project of Intel as much as Arduino with a x86 Quark chip) Definitely don't mess with the 'industrial version.'