Typically, Là na Sàbaid (lit. Sabbath Day) in the northerly end of the Western Isles, which are historically Presbyterian (e.g. Lewis folk would almost certainly say this (or "Là na Sàbainn")).
Typically, Didòmhnaich in the southerly end of the Western Isles, which are historically Catholic (e.g. Barra folk would almost certainly use this).
It gets fuzzier in the middle, which would be Uist, more or less.
These days, whether or not a speaker has actual faith doesn't really matter – the historical influence of religion has left its mark on local dialects.
As a learner, pick one and go with it. Both are widely used.