To be honest, New Order was more influential in the beginning of the "rave" movement, since they were close related to the Hacienda club in Manchester.
However, when it comes to international appeal, long-lasting musical influence, encouragement for new artists and establishing fertile grounds for electronica, Depeche Mode is the brightest star in the sky.
When it comes to new-wave, Depeche Mode are the equivalent of Mozart, while New Order are like Bach and Handel put together. And there's no Beethoven in this equation.