A.H.
Personally, I think it is generally better to go to the preschool if you are intending to do the entire curriculum. While I know that Waldorf kids do transition back into other schools well, I don't know for sure how well Montessori does that. I would ask that question of the faculty/staff at the school when you get more info, and I'm sure they can give you some more information on it.
You might also want to call and ask the public school that is nearest to that preschool to see if they've had other kids transition from there and how they did... I'm sure the kindergarten teacher would have feedback on that.