To be completely honest, I would want to be a Pirate. Being on the ocean all of the time would suck, I admit, but being alone as a Ninja would suck. Lets see... Maybe if I was a pirate in an airship. That would be epic.
Pirates have a crew, rum, do whatever they want, pillage, be merry. Being public enemy no. 1 would suck but hey, you're with friends. And the crew will do whatever it takes to save each other... after they watch out for their own hides. The best part is, because a crew could have so many people, that one could technically hide in plain sight and be overlooked if some sort of police came by in a town. As long as you have some sort of skill that makes you stand out, may it be sharpshooting, swordplay, charisma, or breaking-and-entering, you'd be valued and respected.
Ninjas are usually bound by some sort of code. They have someone like a master over them that they must always respect. Even if they weren't, being alone without meaningful social contact would be gruesome. Being a ninja would mean having a few arch rivals that would keep you on your toes and stressed out a lot. Even if I could be completely god-like, what's the point if I couldn't show it off to friends without risking their lives by being associated with me. Being alone, there'd be no goals other than personal gain. What's the point if you can teleport, run across water, be invincible etc.?
There's a lot of different types of Pirates and Ninjas, I understand. My 'common' vision of a pirate is one with a leader and a crew. My 'common' idea of a ninja is one that runs around by itself killing everyone like Ninja Gaiden.