Tried playing Betrayal with some friends and the setup took a really long time, and it felt really complex / a bit slow. I think we need to have someone who's memorized the rules for the first game to make everything run smoother.
And I'm definitely looking up Dead of Winter soon.
I found that there were only two aspects of Betrayal that I didn't enjoy. The first was having to introduce combat half way through the game. Secondly, it was practically inevitable that whoever was new would be the person selected as the Traitor. So then you're having to explain new mechanics to someone who can't provide all the information needed to help them.
And even though I haven't played Dead of Winter yet, from what I've seen the setup looks more complex than in Betrayal.
Dead of Winter is definitely more complex, but I find it overall to be more fun. I don't know if that's because I love zombie/post-apocalyptic stuff best or what. I really like that all of the players have different win conditions, so it can make for competing priorities. First time I played it, the game got to a point where I realized I couldn't win. We were either all gonna die and I lost, or I could contribute to the "greater good" and help everyone else win. It was an interesting dilemma that I don't get from most games I play.