Now, I think this match could at last be interesting, and I am really interested in seeing the preferrences people have.
For me, it is Gorbag, because... I just like him. To me, he seems a bit nicer, a bit more clever, in some way, he is more "independant" (though Shagrat is also, but in his own, rather nasty way). I mean, Gorbag looks like more of a relaxed-type guy to me. And he has far cooler coat of arms, dwells in a far cooler place (and probably has a regular talk to the Nazgul).
And, he was the only known Orc with an apparent interest in philosophy of metaphysics.
Hmm, perhaps he would have became a good philosopher, had he had the time and not be too burdened by his duties as a commander (or again, if he was "free", then if he had enough other Orcs to take care of supplying the food and all necessary things... hmm, now where I have heard this...). Or he had metaphysics as his hobby. (Stimulated, no doubt, by his living is such a proximity to the Ringwraith - as it is even implied by the text itself.)
++Gorbag
I really disliked Shagrat in the beginning, to be honest, although in the end, nowadays I don't mind him anymore, in fact, I could perhaps
sort of like him as well. But Gorbag is still far in the lead.