The only time we got to see Tenebrous in action is where he's killed by his apprentice. Not saying he's an uninteresting character since the Darth Plagueis-novel does reveal more about him (his intentions, his backstory) than only his death. But I personally didn't find him all that impressive in the one scene he appears in.
Cognus, on the other hand, was a much more active character in the final part of the Darth Bane-trilogy. Although I don't remember that there was all that much information on her background, she was an intriguing character. Encountering force users of several different affiliations, working initially for Serra, managing to kidnap Darth Bane himself, only to be apprenticed by him later on, then finally becoming Bane's own apprentice's apprentice. I personally found her, based on those parts, more intriguing than Tenebrous. Again, not saying the latter is a bad character, only that I prefer Cognus