How do Shadow Warrior and Shadowcloak of Nocturnal compare?

They are entirely different. Shadow Warrior will give you a second of invisibility after you crouch, to disrupt remote enemies' lock on you. It cannot be used for getting around unnoticed, only escapes. Nocturnal's Agent of Stealth is pretty weak as greater powers go, unless you're sworn not to use Illusion magic. Personally, I don't feel either ability is worth the investment. Illusion magic is incredibly versatile, and you'll probably want to max it anyway on your quest to level 81. My favorite Nocturnal ability is the Agent of Subterfuge, a high-level area frenzy spell.