Both are good cars for their value. Both are nice to drive, though for me, the Saxo had the edge, it also had the edge in the way of more for your money, more style, more gadgets etc. Have only ever driven courtesy cars of each of these. Depending how small you want to go, I can totally recommend the Ford Ka, especially the KS2. I had one for three years, when they first came out, as I had to down grade, from a Golf VR6 which is a top performance hatch-back and the KA was as enjoyable a drive in every way, although it couldn't reach 140mph, because it was so small and light and hung on so well, it felt like i was always going much faster than I was.
Your best bet is to contact the Ford and Citroen dealers near you for a test drive, tell each one that you are thinking of their car versus the other one, and you will be amazed at the deals they will offer you in order to get your business. You will know, once you have driven them both, which you prefer. Even when you have made up your mind, tell the Citroen dealer you are leaning towards the Ford and the other way around, and you may get even more for your money. This is not unethical, its just playing salespeople at their own game. I got loads of money off, a year's tax and insurance and other stuff just for saying that I was going to ge the Ka from a different Ford dealer. Good luck, and happy and safe driving. I think you will prefer the Saxo though. Any car you buy, whether new or used, should be tested on the road before you part with any money.