It really just depends on what you prefer...
If you choose Kensai, you won't be able to wear any armor or bracers or defense...no helmets (I think)...and no shields (don't think Kensai can use shields, but not certain).
Personally, I'd go with the fighter b/c I like to have a good armor class when I dual to thief, but it's your call.
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Now where did I leave that doughnut?!