To be honest... I'm really not sure about this one.
Most of you are picking Samurai, and I can certainly see the reasons behind it... but after having recently watched the classic
Shogun series, I've become significantly less keen to pick this option, because the disadvantages
@NIGHTBRINGER mentioned above are just the tip of the iceberg. Yes, you are indeed a noble... and yes, you are certainly part of a very stable society. However, you're also part of a society where, even as a Samurai, those with greater power have an absolute right over every part of you - not only would you have to swear your land and peasantry to the lord above you, but also your very life. You have to offer your life to your lord for military service, and even when you do, if the lord in question doesn't think your swordsmanship is good enough, or even just doesn't like you, he could just have you decapitated on the spot. And that's just the lord commanding the side you're on... if the side you're on is unlucky enough to lose to a more powerful foe, then you're
definitely going to be decapitated - if, of course, you don't decide to leg it once the battle's outcome looks to be decided... whereupon if anyone finds out you'll have to commit seppuku anyway because you've behaved dishonourably. And then there's always the possibility of being murdered for the slightest reason by ninjas sent out by a Samurai less honourable than you are. You're effectively damned if you do, and damned if you don't, and are entirely at other people's mercy. To survive I certainly imagine you have to employ some political nous, which could be employed for both honourable and dishonourable means. I am absolutely all for ordered and civilised societies and home comforts, and despite the ever-present risk of brutal death you can at least be respected if you behave honourably and follow the rules (not to mention the Samurai option is the only one that gives you access to a regular bath)... but if that ordered and civilised society requires you to constantly live on a knife-edge, I'd still certainly be looking for other options.
Cowboy... nah. Very much like Samurai society, you'd have to constantly live on your wits, and unlike the Samurai, you're likely starting at the very bottom of the societal ladder. You'd have no opportunity to make powerful alliances to back you up, and there is pretty much no law to begin with so you have pretty much no leg to stand on when trying to call out anyone who disrespects you. You're going to have to train yourself to become a good gunslinger, because if you don't you stand a very good chance of being gunned down by a gang of bullies. I would very much consider this the worst choice.
I'm actually leaning towards the Pirate option. Why? Because the choice is there to be whoever you want to be, and you're not at risk of being executed just for sneezing while your superior is making a speech. Yes, pirates certainly have the potential to do extremely immoral things... but you have the choice to be better than that. Indeed, there were cases of pirate crews voting democratically to make decisions, and, in Bartholomew 'Black Bart' Roberts' case, refusing to fight on Sundays because it would be an affront to God. Unlike the Cowboy, you're not on your own, you'll be on a ship packed with cannons and a large crew at your back. The ship will be your little fiefdom almost, where you make the rules as Captain - you could make sure to run a tight ship and impose strict punishments on your crew if they commit immoral and/or dishonourable acts. Indeed, you'll be obliged to
be a certain kind of strict to maintain order and enforce loyalty among your underlings. You can use your vessel to chase down more dubious individuals if you wish - the choice always there to do the right thing with it. More to the point, you can choose to be a Privateer, who are pirates in the eyes of all nations except the one you have pledged your allegiance to through a Letter of Marque, so still very much count. Being a Privateer would give you the best of both worlds... the benefit of a relatively ordered society that you have pledged yourself to serve - which would give you a source of safe harbours to dock at, resupply, enjoy shore leave and escape any potential enemies... even buy a house and take a wife if you so wish - plus the rule of law while you're in port, and you'd have that nation's whole navy at your back (especially advantageous if you're British like me

)... all the while having the freedom to make your fortune from trade and plunder. Of course, life still wouldn't be rosy by any means... lack of hygiene on board ship would be very much an issue, as would the inevitable carnage of ship-to-ship confrontations with enemies. Oh, and there's the risk of mutiny by your crew if you do not maintain their loyalty. Plus you'd still be a wanted man by every nation that isn't the one you've pledged yourself to... but the choice is there to make your escape, hide out in a friendly port until the danger passes, and then set sail once again.