I've GMed Shadowrun on a few occasions, but I've never DMed D&D.

Personally, I'm not entirely sure what type of campaign I like better. If it's D&D, I think I prefer Hack n' Slash, because the combat system has a lot to offer. If it's Shadowrun, I definitely prefer story, because the 6th World of Shadowrun is by far the coolest setting of any RPG I've ever played. Plus, I find it significantly more interesting than Ravenloft or Greyhawk.