A pally is easier when you start out heroics, a DK is easier once your group is well geared. Prot pallies are fairly boring when not grouped up, DKs can be very fun solo. Its a lot easier getting a group as a holy pally than any other DK/pally spec, if you ever want to raid to get some extra gear (in my last naxx25 run a holy pally got at least a dozen prot items, since all the other tanks had everything already and he was the only holy pally).

Some things are going to be easier with a paladin tank, some things are going to be easier with a DK tank. Pretty much every heroic has been cleared by a pally+shaman and DK+shaman group, so you can't really go wrong with either. I haven't really heard of all-clears from warr+ or druid+ teams, although I am sure they are out there.