Most of the classes in World of Warcraft are simply something that someone does. Yes, you might feel very spiritually drawn to be a Paladin or a Druid, and if you become a Warlock (or a Shaman, for that matter,) you're probably going to be making deals that you won't necessarily be able to get out of easily. But fundamentally, members of any class could, with some effort, set aside their current ways and either retire to civilian life or take up a new calling.
The two Hero Classes don't get to do that.
Let's take a look at what it means to be a member of these two classes. This will include details from the novel Illidan that flesh out what our Demon Hunter characters will have been through.
But first, let's start with Death Knights, given that they have been in-game for nearly eight years.
Death Knights absolutely have no choice in becoming a Death Knight. Indeed, most if not all Death Knights begin as enemies of the Scourge, living the relatively traditional life of some other kind of hero - a Hunter, a Priest, a Warrior. But the Scourge does not allow its defeated enemies to rest in death. These most remarkable heroes are raised by the Lich King and forced to do his will, robbed of their own free will.
It's not entirely clear what the experience of a minion of the Scourge is like. Most horribly, it's possible that the individual is trapped in a body that is no longer under its control, using its memories and intelligence to serve the Scourge while the soul is restrained and screaming from within. Or, arguably more horribly (though more from an outside perspective,) the individual remains basically the same, with the same personality and mind, but with forced realignments of motivation. Where once this person hated the Scourge and wished to fight it, now the person wants to serve the Lich King.
This mind control aspect is rendered moot thanks to the events at the Battle of Light's Hope, where the holy ground severs the connection between the Lich King and his Knights. This allows them to regain their free will, but it does not return them to their previous state.
First of all, as Undead, they are partially numbed to the world around them. Food is blander, the air is colder, and positive emotions like joy and love are muted. The Forsaken experience this as well, but while they have built a society in which they can act as one big support group for one another (well, and a totalitarian war machine,) Death Knights are returned to their old countrymen, having to stand as an embodiment of one of the greatest enemies Azeroth has ever faced. They must return to family members who may react with horror or hatred, or even in the best cases, may have a strained distance from their now monstrous kin.
But on top of that, Death Knights are in a special situation. First off, while the Forsaken were mindless zombies before the damage to the Frozen Throne released them, the Death Knights were conscious of their actions. Forsaken probably don't even remember (or if they do, only vaguely) what they did in the service of the Scourge, but for Death Knights, they were fully aware of their actions.
Additionally, to ensure their service as the Scourge's elite soldiers, Death Knights were afflicted with an addiction to causing pain. A Death Knight who fails to do so will begin to go through a painful and, I believe, unending withdrawal. This means that a Death Knight can literally never know peace. They must fight on forever or hope for the release of true death into oblivion. There is not likely to be any salvation for them, either, as the Holy Light burns them.
So that sounds pretty bad. Let's look at Demon Hunters and see if they can give Death Knights a run for their money.
Demon Hunters make a choice to become what they become, but they will only be accepted into the ranks if they have experienced the trauma of losing their family to demons. Every single Demon Hunter (except, ironically, Illidan,) is someone whose family was slaughtered by demons.
They go through intense physical training to prepare their body for the raw magic they will take upon them. But the culmination of their training is a confrontation. They are forced to summon and fight the very demon that killed their family.
If they survive (and many don't,) the next step in the process is that they must consume the body of the demon. Upon eating this body, the demon will then inhabit them, and for the rest of the Demon Hunter's life, they will struggle with that demon to maintain control of their own body.
On top of that, by consuming the demon - a demon who will constantly taunt and attempt to manipulate them - they will experience the loss of their loved ones at all times, re-living the event every hour of every day.
The demonic essence also transforms them, making them into quasi-demons themselves whose souls are forever bound to the Twisting Nether.
Once conditioned in this way, Illidan then grants them a vision of the Burning Legion, showing the practically infinite masses that would pour down destruction upon the universe. Invariably, seeing this horror leads Demon Hunters to tear out their own eyes. But this action does not remove the vision - it is still there to see, and so they must learn to control their terror and the trauma of the past that their demonic parasite forces them to endure into a fury that will allow them to fight the Legion with reckless abandon.
Demon Hunters and Death Knights are like fire and ice. Death Knights are forced to contemplate an eternity of numb, endless violence while Demon Hunters are in an adrenaline-soaked rage at all times.
I think I'd rather be a Mage.