You see, OpenGL has a better portability and it's probably the best for exping in game programming.
On the other hand, DX is easier to use and if you're under Windows it's probably a cheap way to code your game. I've never really used DX so I don't know about license and shit, probably you won't be free to release your game but I don't know much about this and I don't really think M$ will sue you for a shitty tetris clone.
As
>>10 said, you could try using both, it would be a great way to learn more about them. I personally wouldn't advise doing it in a small project, I think focusing on one would be a better choice.
If it's your first experience in game programming then I suggest you to use SDL and stick with it. You can render OpenGL stuff through it and it's also easy as fuck ( well, Allegro it's easier but not as good ).
>>11
Yeah, good tutorial. For OpenGL check out the Red Book and NeHe's tutorial, though at the end of them you won't probably be able to make a decent game.