Depends a bit on where you want to use them.  Generally speaking HP scales much better in PvP since there is so much ignore defense.  For PvE a general mix is fine but it is worth noting there is a soft "cap" for defense around 4200 where damage mitigation falls off heavily.

Also note the aforementioned soft cap is *after* buffs. For places like CB, this is especially relevant, as you're building teams around specific skills. If you're running DEF up and have a DEF aura, the "effective soft cap" is significantly lower.