Intimidation works on townspeople only. Pugilism works on both suspects and townspeople. Adv. Intimidation increases your tough factor by +20, I believe (don't beat me to a pulp if I'm wrong though). Pugilism increases your tough factor by +10 across the board. If you're a tough archetype, you'll need both of these skills fairly quickly anyway, so asking which one to get first is sort of a six of one, half-a-dozen of the other kinda question. The only factor which might influence my answer is that you must be at least +25 with the Green Hand in order to acquire Pugilism, and you have to be Subscribed in order to get Pugilism, as the Hand is only located in London and Delhi. Other than that, it's basically your call.
Hope that helps a bit. ;-)