I personally like both characters but if you were to choose between who to have as your Warchief would you have Baine or Thrall? I say Thrall only because we need stability and peace and somebody to ready Baine for the job someday as I think Baine just isn't ready yet.
On another note, regardless if Baine and Anduin are leaders of their factions I don't think that means a guaranteed peace between their sides. Honestly I think they're setting things up so that not all the leaders of the Alliance and Horde are for peace. Prime Example: Tyrande