Quicker? It depends what you consider quick. Coldfusion seems easier to learn, especially if you have no OOP experience. The tags available encapsulate many functions so you do not have to know all the code behind it (>Net does some of this to). ColdFusion comes with many nice features out-of-the box. Report generators, Flash forms, graphing capabilities, an email server, and a search engine (all of which you would need to buy separately as COM object with .NET).
The downside to CF is that it has very limited visibility into the client side machine. The code is procedural. While many have tried to develop frameworks that give a pseudo OOP feel they are not the same. Also, CF was just sold to Adobe. I don't know if that is good or bad. Adobe has not said what its plans are with any of the Macromedia tools so there is some question to its future.
.NET is true OOP. Using C# the developer has access to the entire Windows environment. This gives you a great deal of control. Since this is truly OOP, you can encapsulate and reuse your code to your heart's content.
If you are not familiar with the OOP lifestyle C# or VB.NET can be difficult to grasp. Also searching COM libraries can take developmental time. Finding and testing the right object may prolong a project's length, but once you find an object (such as a graphing tool) for one project you will more than likely keep using the same one.