I have to agree with pudge here. The Sox definitely chose me. I didn't choose them. However, I am eternally grateful that they did.
To answer the original question, though, I would say that it is easier to be a Sox fan. Despite 2004, people have their opinions on what the Sox will do. They'll come out of gates strong, fall into their mid-season rut in July-August and then come back with some spark during the last few weeks. Sometimes that last ditch effort is enough to put us in the post season. But in the end, people expect us to lose. Anything more than that is pure icing, but anything less doesn't matter... because that's the Sox we've grown to love and we're sticking with them. We had our share of bandwagoners after 04 but the core of Sox nation has always remained, and always will.