While it is immensely satisfying to whack things in their puny skulls with a hammer the size of a station wagon, being able to send a volley of arrows from the shadows into the pupils of your unsuspecting victims is, in my opinion, moreso.
Being a stealth character, however, is great fun with a shortsword. And you get higher crit damage with sneak attacks with a melee weapon.
I have no comment on magic.