From Chistopher Marlowe, I have read "Dr Faustus".
And from Shakespeare, I have read:
A Midsummer Nights Dream
and I'm currently reading Othello.
I have acted in King Lear, as Edmund the Bastard, so I know his part off by heart, as well as most of the book.
From me, Shakespeare just rules the way! I do not feel Marlowe develops his characters enough. He has his characters doing things, but does not go into why
the character did it.
Shakespeare, on the other hand, goes into immense detail on why the character does something, and also goes into immense detail over the character.
For instance, in Othello, one really understands why Iago is so evil, and in King Lear, one understands why Lear goes mad or what the Bastard's intentions are in the play, and why he wants to be evil, simply because he is illegitimate, and is therefore jealous of everyone legitimate.