They are both worth playing for different reasons and I have both classes leveled up to their thirties.
I prefer my sage to my sorcerer at times in the fact I like to spec up the Telekinetic/Lightning tree, and I'd rather hurl boulders, high velocity stones the size of ball bearings which tear through armor and flesh, or force energy waves then say.... 4-5 slightly different colored variations of lightning .
Although Inquisitors do get a better story, and better companions IMO. And I so love channeling my inner emperor at times, I jump at the opportunity to demonstrate my unlimited powah.
So the answer to this is why not play both?