As you know, one of the main differences between the Alliance and the Horde is their sense of style. In fact, the question of what looks and feels good to players of either side may be one of the biggest areas of disagreement that actually exists between them. To a lesser extent, this sort of disagreement exists between classes as well. Warlocks give off a very different feeling from Paladins for example, and different people are attracted to each sort of "aura."
Like many players, my sense of aesthetics and beauty fits in squarely on one side of this aesthetic equation, and the other side can be rather difficult for me to understand. I play in the Alliance, and my favorite races are usually the ones that are "beautiful" and noble-looking in a traditional sense. To me personally, the Horde races are hard to relate to.
I do sometimes start up a Horde character if I have a funny idea for roleplaying him or her, but eventually something about them starts to bother me. Now that the Horde has prettier blood elves to play, I admit this helped me a lot -- I am gradually leveling up a blood elf alt in my free time -- but somehow being a blood elf in the Horde feels rather out of place, as if I'm not really part of the Horde because I'm not hunched over with a ready-to-kill look on my face.
For a long time I couldn't play a warlock either for similar reasons. The class just seemed inherently evil; summoning demons and stealing people's souls seemed wrong somehow. Even though I knew it's just a fantasy game, I still had no desire to mimic in the game something that would be abhorrent to me in real life. I often wondered: what is attractive about the look and feel of these characters to Horde and warlock players?