Assuming program is in the executing assembly, they should both return the same value. However, typeof(program).Assembly should have better performance, since Assembly.GetExecutingAssembly() does a stack walk. In a micro benchmark on my machine, the former took about 20ns, while the latter was 30x slower at about 600ns.
If you control all the code I think you should always use typeof(program).Assembly. If you provided source code that other people could build into their assemblies, you would need to use Assembly.GetExecutingAssembly().