As others have kind of already illuded to, I think it's more about personality than which is "better". I played a pally on live all the way up to around lvl 100. I have also boxed SKs in that time and started with a SK here.
For me, it's about being a protector knight and face tanking rather than a dark character that also spend a lot of time chasing mobs when fear kiting (you can still kind of do this with undead as a pally but not well lol). I gave up on my SK at 30 and rerolled back to my usual paladin and I just feel more connected to the character, which I think is the bigger part of it.
Seeing as it's your alt and not main, however, I would try both and see which is more "you". Keep in mind you don't get a lot of the functional skills until post 30 in each.
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