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Links to pages that present more overall overview of this subject:
Here's a short summary of how (I think) this all concerns these html pages (that constitute a documentation for my programs):
The crucial (for me, in this situation) is the fact that GPL and FDL are incompatible. You can't take comments or strings (like help hints) from GPLed program into FDLed documentation, and you can't extract part of FDLed documentation into GPLed program comments or strings. This is clear nonsense for me (after all, free software should be mixed with free documentation, not isolated from it, right ?), and it's the crucial reason why I decided to use GPL for both my software and documentation.
A simple example: I prepare some automatically-generated docs of my units using pasdoc. Since my units are under GPL, generated docs must also fall under GPL (note: actually this is not true, since in this case I own the copyright to my units, so I can put docs under any license; but you get the idea of a problem). If I would use FDL to write separate docs for my programs, I would have to divide my docs to two parts : automatically generated docs (that fall under GPL) and docs written separately (that fall under FDL).