Sonic saves the world. Mario just saves the princess.
Every time Mario sets out on an adventure, what's his main goal? Save Princess Toadstool...again. That's getting old and tired. Shouldn't she be able to save herself by now?
Now with Sonic, it's all about the bigger picture. Defeat Dr. Robotnik (or Dr. Eggman if you prefer) with the aid of the Chaos Emeralds, and save the world first. The girl comes later.
Bowser is a lame villain.
Going from the last point, Bowser's plans usually revolve around kidnapping Princess Peach and then...what? Sit there and stare at her? His plans aren't usually very well thought out. After all, he isn't even literate.
Meanwhile, Sonic's main nemesis is Dr. Robotnik. He's brilliant, with a mind-boggling IQ of 300. He builds massive, near impossible to destroy machines to stop Sonic. Can't beat that, can you Bowser?
Sonic uses better weapons.
In all fairness, there isn't a huge sample pool for this topic.
Mario uses hammers. Sonic uses...SWORDS! Much like how ninjas beat pirates, swords beat hammers.
Sonic's spin-off games are better.
Luigi's Mansion? Super Princess Peach? That's all you've got coming out of your universe, Mario?
To that I counter with the intuitive Knuckles Chaotix and the award-winning Shadow the Hedgehog.
Sonic is better with the ladies (plural).
Mario has been chasing Princess Toadstool for almost three decades, and they still aren't married! All he gets is an occasional kiss and a cake, whatever that means. On top of that, she's not even there half the time he goes searching for her.
Sonic, on the other hand, has the ladies chasing after him. Amy Rose follows him to the ends of the earth just hoping to catch a glimpse of him. Secretly, Rogue is hoping to find a treasure so astounding that he can't help but fall in love with her. Cream the Rabbit also has a child-like crush on "Mr. Sonic".
If you ask me, Sonic is doing something right, and Mario, despite his best intentions, has it all wrong.
Mario's power-ups stink.
Now I'll be the first to admit that making fire appear out of nowhere is a pretty cool party trick, but then things get weird. Propellor Mario? Penguin Mario? Spring Mario? Seriously, who thought coiling up an out of shape plumber was a good idea?
Sonic, on the other hand, has the best power-ups. Super speed, invincibility (something you never see in video games), and Super Sonic form. The best power-ups. Ever.
"Mario is a better athlete," said no one ever.
In one of the only games that directly pits Mario and Sonic against each other in "friendly" competition, Sonic and Mario are basically equals. That's only because Sonic had to compete at Mario's level. Truth be told, he can outrun, out-jump, and out-everything Mario. It's not even close. But...he'll settle for a close second on occasion to boost Mario's self esteem.
"Sonic is a better fighter," said everyone who plays Brawl.
In their only other known game that they star in together, Sonic wins again. He's faster, his moves are more effective, and his taunts are better. So there you go.
Blue is a better color than red.
True, Mario wears blue overalls, but 1. who wears overalls anymore unless they live in the rural jungles of Alabama* and B. Mario's known for his red hat more than his blue overalls.
Sonic, on the other hand, is all blue with some red on his shoes. Ergo Sonic > Mario.
*Editor's Note: I live in Alabama, so I'm pretty much allowed to say that since I see overalls on a weekly basis.