If you say "알고자 하는" something, it sounds more determined and firmed than the other one. Usually, I don't use this expression when I initiate my speech out of the blue because it sounds too blunt. When using this expression, you have to explain a little bit of background of your question.
Then you can use one of the expressions you wrote. Let's say for example, you ask something to the other person, but your opponent doesn't give you a specific answer your question. Since you don't want to know general answers, you might want to ask the other person by saying "제가 알고자 하는 내용은......입니다" to get a right answer. However, you can still use the similar expression like "알고 싶은 내용은......입니다." For me, "알고자 하는 내용" sounds annoying and too authoritative. Maybe it's my thing. ha ha... But if you are not sure which expression you need, please, it must be FINE for you to choose either of them because you are a learner. We'll only appreciate it. If you need me on skype, I'll try to explain it as best as I can.