Assuming you correct where to Where and = to ==, I'd expect the "Any with a predicate" version to execute very slightly faster. However, I would expect the situations in which the difference was significant to be few and far between, so you should aim for readability first.
As it happens, I would normally prefer the "Any with a predicate" version in terms of readability too, so you win on both fronts - but you should really go with what you find more readable first. Measure the performance in scenarios you actually care about, and if a section of code isn't performing as you need it to, then consider micro-optimizing it - measuring at every step, of course.
