I have a Shadow DPS as an Alt (my Main's a Guardian Tank). I went with the Shadow, simply because I didn't want to play through the Jedi Knight Story again. I also have a Sith Marauder (the mirror class to the Sentinel).
As others have said the Sentinel will do more outright damage per hit, but they are a bit limited in how they deliver that damage, basically it's all about the frontal assault, if you found the Guardian DPS a bit dry, you might find the Sentinel to be similar (except you get 2 light sabers, which is cool). The Shadow may not be able to match teh Sentinel in pure damage dealing but, with Stealth, Force Speed and 3 decent CCs they are a lot more flexible, also their force based attacks give you greater range than the Sentinel. Also while duel sabers is cool a Double Bladed Saber is even cooler