Here's some good info and the differences in the two and when to use them: http://www.bobsredmill.com/blog/gluten-free/guar-gum-vs-xanthan-gum/. Key sentence probably "Xanthan gum tends to help starches combine to trap air, while guar gum helps keep large particles suspended in the mix."
In baking, I have found that guar gum is slightly more "tacky"...meaning I don't need to use as much to replicate what gluten does as I do with xanthum gum. Not sure how this would impact the head retention...if at all.
Also, for what it's worth, guar gum is made from a seed whereas xanthum gum can be derived from a variety of things: wheat, corn, soy or dairy. Even if you are celiac and the xanthum gum is derived from wheat, there shouldn't be an issue as there should be no gluten in the xanthum gum. However, I have heard of people that are allergic to soy having issues with xanthum gum derived from soy...And, I have not had a lot of luck finding xanthum gum products that state what was used to make them. So, some may be better off avoiding xanthum gum depending on their situation/experiences.