As John says, the paper catalog is easier to browse (true for all the big distributors).
But you shouldn't expect to find the same manufacturers at both Digikey and Mouser. They carry different product lines. For commodity items like capacitors, though, both have everything you need.
You can also phone them and talk to the sales reps. They're quite helpful, and willing to talk to you even for small orders. Both of these companies got their start working with hobbyists.