Natives vs Inquisition

What are the benefits/advantages or disadvantages of picking a side? I guess if I go with the Natives, I get to learn Voodoo, but how about Inquisition? What does this storyline offer? I'm at the point where I can't progress the story further without picking a side, so I'm struggling to decide, any help would be appreciated :)

If you side with the Inquisition you can buy muskets and shotguns from the gunsmith.

Thanks, I decided to go Voodoo for the first playthrough just to make things interesting, because having big guns seemed like the easy way :D