The last time I did interesting stuff with these libs, I used CMUSphinx -- The documentation for Julius wasn't quite good enough yet, and CMUSphinx has great documentation.
Sphinx is supported by Carnegie Mellon and Julius by Kyoto University/Nagoya Institute of Technology.
I think the easier choice even today might still be Sphinx. Given the excellent documentation (they touch pretty much all the basics you need to know), and the availability of pocketsphinx (C) and Sphinx4 (Java).
