I consider second shift to be worse - I worked 3-11 for awhile and its just depressing. You wake up and can do things, but you're just waiting to go to work. When you get out, it's pretty late and most people are going to bed.
9-5 allows me to have my relaxation time at the end of the day, along with everyone else. Any other shift feels lonely, and like you're off-sync from the rest of society.
Ooh I didn't think about it like that - but then again I was a bit of a homebody even in my 20's lol
Definitely depends on your social circle then: my group of friends were mostly 9-5 and did stuff together in the evening, so it felt like I was always missing out.