I'm Alliance all the way, have been since I made my first Night Elf Priest soooo many years ago. I've had too many bad experiences where some prickish Horde would kill me while I was questing, then spawn-camp my corpse. And based on the lore behind the game, I much prefer Alliance. I'd rather be the good guys than the baddies.
Besides, my favorite races are the Worgen, Nelfs, and Draenei. I've never seen the appeal of playing as monsters to be cool. I've tried every Horde race at least once, never really made it to 20 before my interest was gone. The areas for Alliance are generally better too, more enjoyable to look at and quest in. Elwynn Forest, Westfall, Teldrassil, and Ashenvale used to be my favorite zone in the game... at least until Blizz and filthy Orcs thought it cute to semi-destroy it...
I will admit, the Horde seem to have much, much better players in overall comparison. Most of my PVP groups end up bickering like small children and losing.