If I had to choose one or the other, I would say I was a Calvinist. I certainly wouldn't go beyond Calvinism - after all, since we have no knowledge now of what God's sovereign purposes are in particular cases, they can't really determine our actions. But I do believe that God has somehow chosen certain people to be saved.
Yes, I know that causes problems. However, the theological cost of Arminianism is too great. David Heddle has a post on the issue here.