What's more important, retirement or non-retirement investments?

The advantage of traditional retirement accounts is that they grow tax-deferred in order to more efficiently compound your wealth.  Although that comes with the caveat of penalties on withdrawal before age 59 1/2. 
You should likely contribute both to retirement accounts as well as more easily accessible taxable accounts for greater flexibility. 

Neither is "more important". Much of it depends on your income & tax situation, as well as what options you have through an employer (ie. a 401K with company match).
In most cases, it is helpful financially to have a balance of both retirement and non-retirement accounts, thus allowing you to better manage your tax situation in retirement.