Ok look, let's stop arguing for nothing, and answer the OP, before he gets desperate of our community and goes to Unreal.
Trainguy, if you want to do a MMOFPS, go for it and try.
Leadwerks will be easier to code in general, but has no network support (it will in LE3).
UDK will be harder to code in general, but has networking support and a lot of FPS examples.
Now if you want my opinion, I'd buy Leadwerks and get familiar with it, get some experience, then when LE3 comes out with the Networking you need, you should be more than ready to at least realistically attempt making your game.