Lok'Tar! For the Horde! Strength and honor! Ew, I'd never play an Alliance character. Look, it's another stupid night elf female. If it's red, it's dead! All the kiddies play Alliance ...
If you're Horde, you hear things like this every day. The Horde has a large number of loyal partisans who take great pride in being a member of the faction, and think less of anyone on the other side. The Alliance are pretty boys, little kids, ezmode, uncreative. The Horde has all the best heroes, the Horde are the real players, the Horde are the true good guys of WoW. You can't go five minutes in Orgrimmar without hearing one of these sentiments.
But, as Soy of Auchindoun points out, Alliance players don't seem to have the same vocal pride in their faction as Horde do. I've played both sides, and the most I've heard Alliance players call the Horde is ugly and evil. Which admittedly aren't good things to be called, but that's more about the lore than a direct attack on the players behind the avatars. Several players noted that underpopulated races seem to have more pride than overpopulated ones -- you'll see more troll, dwarf and draenei pride than undead, night elf and human. Perhaps that's the reason the Horde feels the need to claim superiority -- since they're the underdog on most servers, they have to do something to keep from feeling like scrubs. Also, the Horde has less prettiness, sparsely populated cities, and are widely perceived as evil. With all that on our heads, it's no wonder we need Horde pride. Adversity has strengthened our spirit and caused us to band together.
I started out as a night elf and ended up as a troll, so I don't really have too much faction pride. I feel a little proud whenever a Horde guild gets a world first, and I do like being a rare class/race/gender combination, but eh ... there are as many annoying people on my side as on theirs. Or, as Borogove of Proudmoore says, "Alliance has more idiots, Horde has more jerks. Pick your poison."
Are you proud to be a member of the Alliance or the Horde? What about your race or class? Do you really hate the other faction? Who do you think has more to be proud of?