The CLI does not give such a dramatic speed boost on the Mac, unless you had the screen saver showing graphics full time.
It will not hurt it to run both. If you have a dialup connection, there is some benefit from having two clients, so if one finishes the other will keep crunching. But you can do that with 2 CLI clients.
I suppose it depends on if you like to see the SETI@home graphics now and then. It will not hurt anything, but the CLI will be somewhat faster, especially if you leave it running in the background all the time.