Well the Sith Inquisitor takes you from Nobody to Nightmare*
, starting as a slave and hated by the instructor and other students, and becomes a powerful Sith Lord.
The Sith Warrior is much more respected and feared from the begining with everyone touting you and the new big thing in the Empire.
So I guess it's up to you which you prefer.
*Warning: TvTropes link. May suck time out of the universe.