That's a really interesting question, and it brings up another one. How did each Vessel decide which one to take? I don't know if I could devote millennia to a single Intent. As we've seen in the books, holding a Shard takes a toll on the Vessels. In Secret History, we can really see how far gone Preservation was by the end of his life. Honor was in a similar state near the end of his life, and we haven't even seen very much of that point in Roshar's history. It's been shown that when someone holds a Shard, it slowly consumes them until the Intent takes control. I'm curious to see how Sazed handles both Ruin and Preservation. It's been hinted that sometime in the future of Mistborn, Harmony will turn to Discord as Sazed faces the internal struggle of holding two shards with seemingly opposite Intents.
I guess this is just a long way of saying I don't know which Shard I would want, and that I probably wouldn't want to take any of them.