I play both sides but I like the Horde better.
I like the lore behind it, the internal drama, my favorite character's in it (Sylvanas Windrunner if you were wondering), my favorite races (undead, blood elf and troll. Don't like orcs and tauren that much) I would say I like to play the bad guy but neither side is really evil...
I have a couple of Alliance-characters I play a bit on, a worgen druid and hunter made partially because I wanted to see Alliance-questing and part because worgen are awesome(if I had to pick any other race I'd go for Draenei, don't care much for the vanilla-races, I made a gnome DK once as a joke). But they aren't played much...on the Horde side I play a level 85 troll druid and a 67 undead hunter, on the Alliance I play a level 20-something worgen druid and a level 66 worgen hunter...said hunter was a troll until around level 65... so yeah.
I don't see that many more immature players on either side, I tend to ignore trade chat on whatever side I play on since 90% of it is spam anyway.
I would like to point out as on "the Alliance are good guys and Horde bad guys", I tend to see this as a sign of ignorance really. Neither side is truly evil and both have done some pretty bad things in the past, and like theguiltyone says, the old Horde and the new one that Thrall created are nothing alike. The Old Horde still exists as the Blackrock Clan and all their followers, and the orcs who still worships demons.
I also find it funny how night elves keep being portrayed as wimpy hippy elves. Yes they love nature, but mess with their territory and they're going to kill you. I'm not a fan of night elves either as a personal preference but I gotta give them some credit, they DID chase of the Burning Legion and started a war against a bunch of lumberjacks who never knew they were doing something bad.