Given that feathers are much less dense than water, everything else being equal it would cost more to get the feathers there since they enclosure required to contain them would be larger than the enclosure required to contain water.
Things not being equal, feathers are far more compressible than water so you could perhaps increase their density substantially.
You don't specify what condition you want the feathers in. It might be possible to just glue them to the outside of the craft, in which case there are no associated container requirements whereas the water must still be contained. In this case it's going to cost more to get the water there.
On the other hand, if the water was already in orbit it would be as ice, in which case you might be able to just glue a chunk of that to the outside of the craft.
If we're gluing random chunks of stuff to the outside of spaceships, it's probably going to come down to how much friction each material causes and what loss of material each substance would undergo due to space friction.