Hmmm.......good question. I'd rather feel neither.
I find myself feeling numb more often than not during my depressive episodes, I try to keep functioning for the sake of everyone around me and the only way I can do that is through total indifference. When I feel "terrible" it is usually because I'm in a high state of anxiety and often frustrated and angry too. When I'm like that I'll get a boat load of physical symptoms as well. I feel more in control when I'm numb, so I choose numb more by passive acceptance than preference.