Everyone's favorite gnome, Larisa, recently posted about the lack of so called "Alliance Pride". I take extreme pride in my being part of the Alliance, because while we may have pompous, boisterous, and balding leaders, at least we aren't evil. And make no mistake about it, the Horde is seriously shady. When Blizzard describes one of your capital cities as a "Sprawling Bastion of Evil", well, that about sums it up.
You can tell the ideology of a society by the examples they venerate. 90% of everything the Horde builds is named after either Ogrim Doomhammer, or Grom Hellscream. Ogrim was a brutal dictator who enjoyed torturing refugees and wound up condemning nearly the entire orcish race to death through his poor decisions in the second war. And Grom, well, despite the rose colored glasses people seem to remember him through, to say that the apple didn't fall far from the tree is an understatement. Garrosh is following exactly in dear daddy's footsteps. And let's not forget about the places named after Kargath Bladefist. What are they gonna call their next territory? Gul'danistan?
Not to mention all the flaws in the Horde races themselves.
Orcs: Have been trying to ride their one good deed to a get out of jail free card for genocide and warmongering.
Trolls: I could go on for hours about all the screwed up things the trolls have done, except that the Horde didn't get any of those cool trolls from ZA or ZG. No, they got the Darkspear Trolls, who were nearly wiped out... by murlocs. Mrglrghlrghl!
Forsaken: Death to the Living! Need I say more?
Blood Elves: You drained the light out of Mu'ru, and nearly ushered in Kil'Jaeden himself to Azeroth... and to top it all off, you all act like Valley Girls addicted to Meth, yes, even the males.
Tauren: I don't really have any beef with the Beef. Don't really get what you're doing over there.
Goblins: Great, a whole race of Gevlons... just what we need...
Lorewise, the Horde has been one of the worst things to ever happen to Azeroth. They cut down forests simply for the sake of pissing off the Night Elves. They stab the alliance in the back whenever the Alliance attempts to fight a more dangerous foe. They develop the tools for genocide, with a history to match. The Alliance might not be perfect, they might have done some rash, or arrogant things, but they've never been involved in anything half as shady as the Horde has done in the past few years on Azeroth. I have little desire to spend my time in game collecting the skulls of innocent peasants.