I own both; IMHO, the clear winner is the Rigol DP832 hacked up to DP832A functionality with no need to open the case. This got bigger as I typed and is almost a mini-review:
Binding Posts
The binding posts are poor on the SPD3303X-E, even with the replacement binding posts sent to me by Siglent some banana plugs will fall out if you sneeze near them. The Rigol binding posts seem to take any banana plug in the galaxy with no problems.
Fan Noise
Both have noisy fans and I replaced both (details are in the forum somewhere).
Channel 3
My biggest complaint with the Siglent is that Channel 3 has very limited controls - it should only be called a 2.1 channel PSU IMHO. On the SPD3303X-E, Channel 3 can only be set to one of 3 voltages, 2.5V, 3.3V, and 5V and the current limiting is fixed at 3.2A! which makes Channel 3 almost unusable for me e.g. when testing or running a circuit that normally pulls 150 mA at 3.3V it's insane to only have a 3.2A current limit. The Rigol allows full control over Channel 3 up to 5.5V and 3.3A (at mV resolution hacked).
Channel Isolation
The biggest gripe about the Rigol is that Channel 2 and 3 have a common ground (marked on front of case) but that hasn't stopped me from using it in any scenario so far - e.g. +12V, -12V, +3.3V needs to be done using Ch 2, Ch 1, Ch3 respectively. The Siglent has 3 fully independent Channels.
User Interface
The user interface on the Siglent is clunky, you have to press the channel button then use the L-R cursor keys to jump between V, A, Timer, then use the fine button to cycle through the digits, all while turning the single knob. The Siglent display is also hard to see the values when they are selected unless you're looking straight at the screen (rather than from above). The Rigol controls look a bit weird in their circular layout but work well, you select the channel, and then enter the value, then press the V,A,mV,mA buttons e.g. 50 [mV] - you can still use the dial to adjust values too. The Rigol display is great from any angle.