It depends on a few things... will the greenhouse be going up and down in temperature very much? You don't say whether or not it'd be a heated greenhouse, i.e. one that has some additional heating (in addition to passive solar heating) as a means of keeping it from getting too cold. In Staten Island, if it's an unheated greenhouse, you could get temperature variations ranging from below freezing at night to plenty warm enough to stimulate new green growth on a warm day with lots of sun. If that's what you're looking at, that would not be good for your fig trees... they'd get some new tender green growth going, followed by freezes that could be fairly prolonged, and would undoubtedly damage the trees. So if that's the kind of setup you're talking about, I'd recommend the unheated garage instead. Keeping the trees out of the wind is half the battle... cold dry wind is one of the killers. Don't get the soil too wet and soggy, because they don't need much water when they're dormant and cold (just a little bit moist to prevent desiccation) -- freezing of wet soggy root zones is another killer. It's unlikely that the unheated garage there would get so cold as to kill them. (This past winter notwithstanding... as we've seen it can happen, but it's been fairly rare). So if you're worried that it'll get TOO cold in the unheated garage, you may find a few ways to supplement the available heat... if you have electricity there (or can reach it reasonably with a cord), then some people have used strings of christmas lights strung over the trees (possibly with a tarp over them) to provide small amounts of heat... it's usually enough. Others (including me) have put some 250W incandescent bulbs into ordinary light sockets, just enough to raise the temperature a little bit. There are other choices for supplementing with small amounts of heat.
So if the greenhouse option is an unheated one, then I'd suggest the unheated garage is a better choice. It might be different if you're talking about a more substantial greenhouse with a more sophisticated temperature control system that would prevent wild swings in temperature. Also, I'm tuning this answer to the climate in Staten Island, NY. For other locales (warmer) the answer could come out differently. It depends on how much temperature variation you're likely to get in that greenhouse. (And by the way, even if you do have a sophisticated greenhouse that can keep it nicely warm throughout the winter, I'd still recommend that you let the trees go dormant outside for around 3 weeks anyway).
Hope this helps. If you're looking for more tips on winter strategies, you could search on older posts on this forum... a few years ago there were some good bits of advice. Look for the info that robertharper posted, among others.
Mike central NY state, zone 5a