Hi Ader1 , when it comes to cooking Indian dishes the Asian Bay is much better, sweet and fragrant compared to the more citric flavour of the European Bay.
Asian Bay are not so easy to find as European (not around here anyway) and I have seen many of the well known spice suppliers putting European Bay in their packs alongside all their Indian spices so do your research so you know the difference

For reference the European Bay has a vein that runs along the centre of the leaf with veins coming off at 90 degrees to the sides whereas Asian Bay has veins all shooting out from the bottom ( fan like ).