I'm opinionated on this since I'm running GitLab.com where you can use GitLab as a service.

GitHub has more features than GitLab. GitLab does have all the essentials to work as a team including merge requests and CI integration. Personally I think the GitLab interface is a bit less cluttered.

A list of things that are still missing from GitLab can be found on http://gitlab.uservoice.com/forums/176466-general

The highest votes items there (namespacing) just got added in GitLab 4.0

And the lead author Dmitriy had added many improvements each months for the last few months. Also the number of good pull requests is steadily increasing https://github.com/gitlabhq/gitlabhq/pulls?direction=desc...

If you want to run your own server you need to understand basic Unix systems operations. If you are comfortable with the installation guide than you should be fine https://github.com/gitlabhq/gitlabhq/blob/master/doc/install...