Use a single pole double throw switch, called three-way in the U.S. (as isherwood suggests). Wire it like this and the circuit will do what you say you want.

Of course with this, there is no way to ever switch everything off, so the circuit will consume power as long as the building stands. We strongly advise you not to do this.
Instead, (again, as isherwood suggests) you should include a master switch to control power to the three-way switch. Here I've placed both switches in the same junction box.

You may want a different layout.
Most people would look at this and say, if you're going to have two switches anyway, why not just wire each one to one light?

But if you have a reason to never allow both lights on at the same time, the second circuit is better.
This is probably the best advice you're going to get unless you want to explain more about your overall project goals.
EDIT: See curious_cat's answer for a switch that allows you to use the first circuit. This looks like the simplest and best solution.