Depends on what you like to play.
If you are a fan of decimating people in seconds with only two-three abilities, play an arms warrior.
If you are a fan of CCing and doing good damage with barely any risk, play a frost mage.
Frost mage and Arms warrior damage is pretty similar, but Arms warrior probably outputs the most DPS. Frostmage though has more survivability and CC, however you have to set up to pull out the big numbers.
Don't forget that as an Arms warrior you are practically a healer killer and you are a clothy/leatherie's worst nightmare.
As a frost mage you tend to be a melee class's worst nightmare. The only melee classes you have to look out for is a good P2P warrior and a good rogue.
When my p2p 20 was an arms warrior, I topped damage higher than 24 hunters, if that gives you an idea.