Mario is better simply because Nintendo is better at making games than Sega.

The older Sonic games are a bit too one-dimensional. Mario games have a bit more variety, within the games and between them. There's not a whole lot of difference in what you do in Sonic 1 versus Sonic 3, but Mario 1 and Mario 3 are a world apart. And, like Sephex said, the 3D Mario games have been outstanding while Sonic didn't make the transition nearly as well.