Guess we have no Stallone fans here so I will bite:
I think its no contest here Rocky is the better character overall, and the movies are great, particularly 1 and 6. 2-3 are good too. Rambo on the other hand is just kinda all pointless violence, and Rambo is just not too engaging of a character.
I've only seen the Rocky movies. All of them, in fact. So they win. I generally don't like war action movies with helicopters and machine guns, etc.... Of course give me medieval battles and I'll own the DVD's...go figure