jrodgers,
Both programs are highly thought of and I believe the programs are both ranked #16 in the world this year by the FT. Since these are equally good programs, you should focus on what you want to do after school. You said entrepreneurship - both are well known for entrepreneurship/social entrepreneurship. But there are differences and you will need to do some research and answer some questions to help you decide: do you want to go into this right away, or work in industry first? Where in the world do you want to work/live? Would you prefer a one year or two year program? Is a large network important?
SBS is a bit cheaper ($60k total?), is one year, is well situated to get you started primarily in W. Europe, has a smaller network, and has projects like the venture capital project and the Strategic consulting project that can help entrepreneurs raise funds and increase strategic thinking. I do not believe they have a strong internship program.
Yale SOM is a bit more expensive ($90k total?), is two years, is well situated to get you started in N America, has a larger network (though Yale's history with the higher level business ed is odd in that it has approached the MBA almost like another theoretical masters program and thus might not have the right network for you??), and I'm not sure about their programs but a two year MBA will certainly allow you to do an internship (which wouldbe helpful if you want to switch careers and continue in industry before venturing out on your own).
Go to the schools' websites and check their programs, costs, placements and stats for yourself. In the end, rest assured that with either of these you can't go wrong.
J