Overall: Paladin vs. Warrior

[Breccia]

As a warrior, I'm not 100% thrilled with warriors having the only absorb shield in the game that doesn't actually stop you from dying. That said, as I'm sure many others have said/will say, they're both good overall choices and you should play whichever idea you like best. A paladin is a solid main choice because you can do all 3 specs, so the class has more overall playtime potential, so despite me not playing one I'd consider that alone to be a potential tiebreaker.

[Palaplu]

Can't talk about numbers, and haven't raided outside of LFR/normal since Cataclysm, but did a ton of 5mans HC and Mythic with both classes in several specs.
So I can only talk about fun. In my opinion: both prot warrior and prot pala are fun to play, with paladin being a bit ahead for me. Retri paladin used to be ok, but they kinda took the fun out of it in Legion.