Personally, I chose the Edge+ over the Note 5 because I have no interest whatsoever in the S-Pen, and I really like the Edge screen. Admittedly, it's a little more difficult to grip with the Edge screen, but I don't mind because I like the look of the curved screen, especially when watching video. If the S-Pen is something you think you'd use, then the Note 5 is the obvious choice with the included stylus, and it's a bit cheaper as well. For those reasons, I think the Note 5 will be the more popular choice, but it's just not for me.
I can, however, directly compare it to the Nexus 6 because I still have that. I am running the latest M Preview on that, and there are some striking differences between the two phones in terms of hardware and software. I'm glad I kept the Nexus 6, if only to play around with the latest versions of Android, but I would always choose the Edge+ over the Nexus 6 for my daily driver. Here's why:
1) Camera. The camera sensor on the Nexus 6 is decent, and it can take a good photo. But the camera app stinks, the focusing is terrible when shooting video, and it lacks the features of the Samsung camera app. The Edge+ is much better in low light as well. The camera app interface has a much better design, more features, and is much faster to use. The camera is very important to me, and it's the primary reason I just cannot use the Nexus 6 as my daily driver.
2) Fingerprint Sensor. I've gotten spoiled using a fingerprint sensor - first with the iPhone 6 Plus - and now with the latest Samsung phones. It's at least on par with the iPhone and perhaps even higher accuracy. I just can't imagine using a phone (either iPhone or Android) without a fingerprint scanner now as my daily driver. It makes unlocking the phone so much nicer, and it's going to be increasingly more important for mobile payments, etc. Of course, the latest Nexus coming out will probably have one, so that may be better competition for the Edge+/Note 5.
3) Screen. The Nexus 6 screen is very good, actually, but Samsung is just better with display technology. The screen on the Edge+ is higher resolution, gets much brighter in daylight, and doesn't have that distracting tint at low brightness. Plus, I really like the Edge screen.
One area that the Nexus 6 does shine is with Android itself. Though the skin on the latest Galaxy phones is much improved over previous iterations, I'd still take stock Android over it (except for the camera app). Running the Android M preview on my Nexus 6 has been enjoyable, and except for a few bugs and incompatible apps, is really fluid and enjoyable to use.
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