Tough one. The Marx Brothers are great, but the studios believed that audiences wouldn't go for a straight comedy film, so most of their films are weighed down with love stories and musical numbers by co-stars. The Stooges are just comedy all the way through -- though if you try to watch them on TV these days they are so heavily censored it's a sin.
@DallasCowboysFan Moe, Shemp, and Curly were the Howard brothers. Larry was Larry Fine. Shemp was in the original group, working for Ted Healy as Ted Healy and his Three Stooges. Shemp left to have an acting career on his own and Curly, the youngest brother, took his place. When failing health made Curly retire, Shemp came back into the act.