Tell me why you prefer one over the other. I suppose it's just a looks preference, but I think either one would be fun. any experienced theives out there have an opinion?

Doesn't matter. Khajiit's racial power is more useful, but that's about it.

If you don't speak in terms of how they look like... Khajiit for sure! Bosmer are better at hunting, as the have the racial power, command animal, that's all... It's your choose, it's not a real question