It depends on your budget, and how much you're willing to spend on advertising. Both are highly used search engines. You could always try a small ad campaign on Bing and after a week or two decide if it's worth it or not.
In my opinion it definitely is. You can run very cost effective ad campaigns on Bing. Quite often people focus solely on Google and don't worry about other ad networks which leads to lesser competition. Your mileage may vary, but I would recommend at the very least testing it. Good luck!