Alliance don't have to navigate the undead toilet known as undercity.
That alone makes Alliance > Horde
Having played both sides throughout my time in wow I can safely say I prefer the horde. The Alliance do get the "prettier" races but the only one I could stomach playing was a draenei.
I found after a while that their "holier than thou" attitude began to grate and was nothing more than transparent posturing. The horde just has a more appealing story of a band of unlikely groups coming together to survive. The style, the look, the sounds, they're all so much cooler than the Alliance.
The only thing I miss about the Alliance is starting AV with a bridge.
Edit: Also to respond to an earlier poster who suggested Horde are more immature. In my experience you're wrong. It depends more on server than faction.
The cool thing about the alliance is that you get to play a faction that doesn't consist of baboons who say stuff like "lok'tar ogar" or whatever without blushing in embarrassement. You can exist within a proper civilisation that doesn't resemble a tribe of gypsies. NPCs don't talk to you in a cookie monster voice. You've got nice cities. And you get to be a Worgen, which is obviously the coolest thing to do in WoW period.
I always thought SI7 was pretty cool and holds promise... but too often it just ends up being some rambo or indiana jones type joke quest.
Dwarves. They are > anything the horde has to offer.
Also, most horde cities are a massive pain in the ass to navigate.
Worgen. I still wish Horde could trade the Blood Elves for the Worgen.
What is cool about horde? My preference goes race specific rather than faction specific.
Well, alliance is all about having everything handed to you in a silver plate, and cry louder as you can if you have the slightest belief that Horde is having anything near the things you get for free.
So it's just a question of taste. You taste as mine aren't in line with the Alliance.
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Why would any proud and noble people side with dumb, bloodthirsty, "dark" and "different" emo's wet dream aka "Horde"?