The best missile is the one that is best suited for the task. Sometimes that's the Harpoon, sometimes that's the Interceptor. Sometimes, it's neither. It can depend on you and what your playing style is, or it can depend on the situation. It can also depend on both.
Of course, if my only 2 choices for missiles were the Interceptor and the Harpoon, then I'd choose the Harpoon without any hesitation.
Edit: I suppose it would help to explain why. My reason is simple: the Harpoon is more versatile and I can carry more of them. So, if I were forced to choose between these two missiles and ONLY these two, then it would have to be the Harpoon.