Once you get in the groove, the Shadow is a pretty dancer as mentioned. Twirling double bladed saber. Don't let the light armor fool ya, they have the abilities/talents to toughen up. Plus stealth tank, comon how cool is that? Huge potential for solo'ing flash points later and passing through areas while farming or chasing specific heroic quest targets without having to fight through everything.
I like my Vanguard probably because I like the Trooper. It's not as flashy as the Shadow but I like charging at stuff and firing lasers at it, never got to do that in an MMO before (if there are games out there that have classes like that I didn't play them.) My Vanguard already had his honey bunny healer companion pretty early, while the Shadow got stuck with Tharan repeatedly reminding him that he's a pacifist. But that's more of a solo and flavor consideration.
I haven't gotten a Guardian high enough to get a good feel for it, tanking wise.
It simply comes down to personal preference, either a class clicks with you or it doesn't. Like I'm not fond of the cover mechanic of the Smuggler/Agent so my Smuggler/Agent alts are collecting dust even though their stories are pretty fun.