I own and enjoy both. Comparing them head to head is tough as they're not really apples to apples. TWD costs more, but you get way more as far as code. Unfortunately, I apparently suck at it as I can't even get to Horde very often. If I could, I'd probably be more apt to say go with TWD.
Given the cost of each though, I'd say go with The Shadow first if your most important purchase factor is bang for your buck.