In most places it would be illegal to 'let them roam', as this would be considered 'releasing'. Coturnix are not native, and would be illegal to release anywhere. Bobwhites require a permit to raise/release in most places.
Coturnix are, in my opinion, the best choice for meat or eggs. They are full size at 10-12 weeks, where as bobwhites aren't full grown till 24 weeks or so. The coturnix start laying eggs as early as 5 weeks old, bobwhites, again, not until 24 weeks or so. Some coturnix can get as big as a pound, same as bobwhites, though there are some species of bobwhite that get up to 3 pounds. But they take an awfully long time to get there. In the time it would take to raise a buttler bobwhite to full size, you can raise 3 coturnix to full size
Bobwhites are very skittish, no holding them. Coturnix aren't exactly 'pets', but probably could be made to like it, just like a chicken. Coturnix are not skittish at all, depending on how they are raised. Most mine have to get pushed out of the way when I'm feeding, they aren't a bit scared of me!
Coturnix don't roost, they are ground dwellers. I believe bobwhites do, so they would need a bigger cage.
I've not had bobwhites, so I can't say for sure on them. But I had my coturnix in a coop-and-run setup this summer, and they would all stay in the run. I would catch them and put them in the coop for about a week, then I gave up. So they probably wouldn't go into a coop to sleep.
Coturnix and bobwhites both will lay an egg daily in-season, but can be forced to lay year round with supplemental lighting. However, as stated before, coturnix can start as early as 5 weeks old, while bobwhites wait until closer to 24 weeks. Mostly, if a bobwhite is hatched this year, don't expect eggs till the following spring.
Also, many 'lines' of coturnix lay eggs that are huge compared to their body size. My jumbo browns lay eggs that are just a bit smaller than my bantam chickens eggs are. The other coturnix's eggs are just a bit smaller. My english whites eggs are about the same size as the jumbo browns, but the english white birds are about half as big as the jumbo browns.
Coturnix and bobwhites both do well in colder climates, you'd just need to make sure they are protected from the elements. Mine are inside a 3-walled building and do just fine. As long as they don't have wind/rain/snow/ice/whatever directly on them they will do just fine.
ETA: Bobwhites are also more aggressive than coturnix, and need a lot more space. Coturnix need about 1 sq. ft. per bird, and that's being generous.
