I think, at the moment, the Shield has been booked relatively better. I liked the Nexus, and they had a lot of good parts, each of which had some upside and downside, and were booked alright except when it came to some major matches, then WWE just dropped the ball.
With Shield, they picked up the trifecta. Power, Speed, and Mic Skill. Reigns, Rollins, Ambrose. And they know how to make it work, especially in chaotic matches where everyone is in the ring. Put Reigns on the outside as enforcer, and let Rollins and Ambrose pick people apart in ring. That and I like how they are slowly developing everyone. First they started off with the core signature move of the Triple Powerbomb; then they went to a top rope two man powerbomb; then a off the rope knee to the leg(Ala Sin), probably foreshadowing Rollins' springboard knee; Reigns then picked up the spear; Rollins with the knee, just leaving Ambrose without some sort of signature.