I tend to pick PvE mostly.
I have much experience with PvP in wow though, as when i started i followed a friend to a PvP server so we'd be on the same server.
I ended up stuck on PvP servers ever since.
Though i do have some fond memories of random PvP events that were very enjoyable (beating a rogue that jumped me when i was 50% hp/mana when he was several levels above me with me as a priest stands as a prominent one, as there was no way i should have won. theres several others too), overall it's stomped on by the incredible amount of times you get ganked with no chance of ever retaliating, or even escaping. It's that unfairness that eventually got to me.
In the past few months i've started wow again on a PvE server and the difference is both like night and day and little different at the same time...
The questing has all the unfairness removed and theres all the PvP you need in the dedicated areas when you want it. I'm finally quite happy with it
