The X-Men are by far my favorite comic book characters of all time. I used to collect them in high school/college and early career days, and I have some that are actually worth a bit of money.
I've enjoyed the movies too, aside from a couple (X3, Wolverine origins).
But I have to say that, despite really not caring much for The Avengers comic books back in the day, I've enjoyed the movie franchise immensely. I eagerly await each new installment. So I'm surprising myself by picking the Avengers here.