Really do you want to have the option of tanking or healing, and go based on that one.
If you want to be pure dps, I'd steer you towards another class, but between these two, a shadow (should) do more. I'd say more than passable dps as well, the only classes I'd put above a shadow in dps would be a Sent, GS, and VG.
You haven't seen a good sorc/sage then. A good hybrid will be competitive with mercs, snipers, and marauders, and the rotation is cake.
I think shadows make the absolute best tanks in the game, bar none. There's some good DPS shadows out there as well, but I think you're pretty much pigeon holed into infiltration, as sages get the vastly superior use out of balance (because they can get great synergy out of telekinetics). Sages get a great DOT/burst hybrid spec (http://www.torhead.com/skill-calc#600Zfcb0bZfMbRsdkrs.2
), but the burst spec of pure telekinetics is very wonky, requires more alacrity, and pretty much roots you in one spot for the fight. The shadow has a great burst spec with a fairly underwhelming dot spec compared to how great the sage is.
If you want to mainly tank, go shadow and never look back.
If you want to dps or heal, go sage.