I like to deal shadow damage. Warlock or Shadow Priest?
Short Answer: Warlock Long Answer: In terms of PvE, Shadow Priests are taken mostly because of the health/mana regeneration they provide through their damage, and for their synergy with Warlocks. In terms of raw, personal DPS, equally geared Warlocks generally beat Shadow Priests. For the arena, Priests are extremely vulnerable targets, but are very popular healers due to their instant options and buffs in as Disc/Holy, and their synergy with Warlocks as Shadow.