If you travel via Nagoya, you will be travelling on the Shin-etsu Main, Shinonoi and Chuo Main Lines to Nagoya, and then most likely Tokaido Shinkansen to Kyoto. Forget about the second part - most of Tokaido Shinkansen between Nagoya and Kyoto travel through industrial areas in the Tokai region and Shiga Prefecture. The Chuo Main Line between Shiojiri and Nakatsugawa, however, is known to be rather scenic, passing right through the famous Nezame no toko in parts of its route.
If you opt to travel via Kanazawa, you will likely use the Hokuriku Shinkansen to travel to Kanazawa, and then travel on the Hokuriku Main (including sections transferred to IR Ishikawa Railway), Kosei and Tokaido Main Lines to Kyoto. The Shinkansen, again, is not too scenic as it's mostly tunnels. The Hokuriku Main Line between Kanazawa and Omi-Shiotsu is
quite a bit more scenic, but I doubt it would be as scenic as the Chuo Main Line between Shiojiri and Nakatsugawa not too scenic either.
A while after I first wrote this answer, I traveled on the Hokuriku Main Line from Maibara to Awaraonsen, and the route was (first) a lot of tunnels, and then it runs mainly through a farmland and rice paddies. It's a pleasant scene, but it's not too scenic. North of Awaraonsen the situation seems to be the same, only a short segment between Nominegari and Mikawa allows passengers to have a view of the sea.
So I would definitely opt for the first route: take the Limited Express Wide View Shinano to Nagoya, then the regular Shinkansen to Kyoto. But in any case, you can find plenty of YouTube videos documenting travel on these lines, so you can judge for yourself.