Here are the major differences between the two.
100% more Increased Armor
110% more Increased Life
4.4% more Life Regenerated per Second
10% reduced mana reserver
2 maximum endurance charger
10 Dex more
190 Strength more
10 more Maximum Life
30% more All Elemental Resists
5% more maximum elemental resists
Converts all Evasion Rating to Armor
Take 30% reduced Extra Damage from Crits
35% more Cast Speed
250% Increated Critical Strike Chance
115% increased Critical Strike Chance for Spells
30% increased Critical Strike Multiplier
70% increased Critical Strike Multiplier for Spells
20% increased Mana Regeneration Rate
24% increased Projectile Damage
52% increased Spell Damage
7% reduced Mana Cost of Skills
20 Max mana
16% Chaos resis
Converts all Energy Shield to Mana
As you can see the Marauder build is a a moderate amount tankier, the big numbers being 110% more Increased Life, 4.4% more Life Regenerated per Second, 30% more Elemental Resists, 5% Maximum Elemental Resists, 100% more Armor, Iron Reflexes.
However the Shadow build offers an insane amount more damage in the form of 47% more (combined) Attack/Cast Speed, 365% increased Critical Strike chance, 100% more Critical Strike multiplier, 24% Projectile damage, 52% spell damage, Eldritch Battery.
Update: Auras and BM
Another big difference between the two builds, the Marauder build uses the Blood Magic keystone, or in end-game the Blood Magic gem. This allows the Marauder to run more auras such as Vitality/Determination/Hatred/Haste/Grace/Purity
The Shadow build does not use BM gem and typically runs along the lines of Vitality/Determination/Hatred/Discipline. Shadow also has to worry about using mana leech (although with good regen/EB your pool might be big enough to not need a Mana leech gem.)
I will be creating my own build but need to decide which class to start as. I have read that critical strike is bad because of reflect, but lots of people seem to have success with the Shadow build. If it is manageable the extra damage offered by going Shadow is insane compared to the moderate amount of extra tankiness from the Marauder one.
Edit: Updated with BM/Aura info