I'm trying to decide between an EMG 81-X active pickup and an EMG H4A Passive pickup for my Jackson Dinky DXMG. Which would you prefer and why? (I'm primarily a lead guitar player, if that affects the decision at all)

You, good sir, have not gone over to your friends house after a hard night of drinking to find 2 dudes passed out in the same room both holding their own flaccid cocks in hand, passed out, with porn on the tv.
Which would YOU prefer? I think that would get right to the point.

Look up the pros and cons of each. It isn't hard.
“Science cannot solve the ultimate mystery of nature. And that is because, in the last analysis, we ourselves are part of nature and therefore part of the mystery that we are trying to solve.”

-Max Planck

I haven't had much experience with active pick ups put my Schecter Damian special came with and H4 and you can play some sweet leads with it. Also vary good for harmonics.