They both work, but there is a difference in their meaning.
"Reasonable", as far as I understand it, relates to the rationale behind your actions being within the normal bounds of people's expectations in a given situation. It has more to do with cultural norms or personal standards in regard to certain actions.
"Sensible" is, to me, a practical logic applied to a situation that avoids sentimentality or impulsiveness. It is a judgment of a person's practicality in a given situation.
It might be sensible to ask for a pre-nuptial agreement under certain circumstances, for example, but it might not be considered reasonable by all parties involved.
It might be sensible for a woman on her own to lock the door of her car, keep her window rolled up, and demand that the police officer who pulled her over to speak to her through the glass, but the police officer might not consider it reasonable.