Grrrr....*relaxes*
Okay, for the 1000th time...there is no "better". Play what you want and how you want just as long as you keep it within common sense (wannabe mage priests...*shudders*)
The only thing I can think of about the difference of each side will be the shaman/paladin classes. Alliance have paladins (tankish fighters that heals and buffs others) and Horde have shamans (spell focused fighters that use totems to heal/nuke/debuff/buff). There is no better but both are nice.
Rather then deciding on what's better, go with what's more fun. You'll get a clearer answer that way...