I definitely have a preference for the Sonic series. I just find Mario boring in general, and as of late they haven't changed the formula for Mario AT ALL. Case and point: New Super Mario Bros.
Sonic did have quite a crappy run while trying to find its way in the 3D games, but as of Colors the series has settled on a route that makes sense and is quite fun. Plus, during that time there were still the handheld entries in the series which were excellent games, with the Advance series sometimes being compared to the original trilogy in terms of quality. Plus, if you ask me, Sonic has always had the more interesting premise.
Mario to me has always been, "Giant turtle stole the princess. Save princess.". None of the characters really have any personality, except in the RPG's (I have not been able to play those but I am going to assume they do such a thing based off of the hype surrounding them). Sonic, ever since the Adventure series has had better characters. Even if we have the horrifying stories like those of Heroes, 2006, and Shadow we still have some mildly interesting ones like Colors and Generations. Besides, Robotnik is a far better villain than Bowser. When Bowser has humorous dialogue then I'll be ready to contest this statement. Sonic definitely had a crappy one, but it's better than making the exact same game over and over (note I am only including main entries in the series and ignoring spin-offs such as Mario Party, Mario Kart, Sonic and All-Stars Racing, those things...)