Are you sure you're sure on doing Law? Or is part of the reasoning you're considering PPE because you have some doubt and you know that with PPE you can convert to law anyway?
Because if the latter is true then it's true that doing PPE first could be 'safer' in that you'd potentially have an easier route into other industries like finance, whilst still retaining the option of doing law after. (That being said, Law is of course a well respected degree not just in the legal field.)
Also, if you personally feel like you're more likely to get into Oxford PPE than Oxford Law, that might play into your decision too!