i would argue that the 400ex is a more direct fit.
i bought a spacer and used my grinder ( 5 minutes total)for my 250R, it was a super easy fit.
the 250r shock has a remote reservoir, that doesn't require you to mod the airbox.
i have never used a 400ex shock, but i do love my 250r rear shock.
the 250R was a racing machine... the 400EX is a trail bike. i would think the 250R rear shock superior, imo.