Samurai are better killing machines but can only wear Cloaks. Paladins are essentially a combination of a fighter and a priest, and may wear armor and use shields. They are easier to get started than Samurai, but probably not as good at the highest levels.
Note that once you get the hang of the game, it is pretty easy to build up a character of any class, and it is fun to experiment with all of them and draw your own conclusions.