Which do you prefer & why?
I think the queen is more fun because you have to guess correctly, while the artist can play on his own without irritating anyone (except the warlord, hence another reason to replace him with the diplomat). With the queen you take a risk; the artist is more passive/boring.
The queen is also a nice alternative to the merchant if you want to make big money. She'll go unnoticed and won't be attacked as often as the merchant is.
Thematically I also think the queen feels more right.