Sag A is alright. Glad I went, got the achievement. But the Great Annihlator is the most impressive black hole I've seen. Insane light bending! I strongly recommend a visit. It's on the way between 2-3K away from Sag A.
I second this. In fact I recommend going to Sag A first, as had I done that I'd have been in awe twice. As it was, I found Sag A a bit "meh" compared to the Great Annihilator.