Not a fair fight really, Simpsons has 18 seasons and Futurama only managed about 4.
On a whole I prefer Futurama because the episode quality was consistent from season to season and it could be genuinely very funny. Bender stole the show of course.
On the other hand, some of the early Simpsons episodes were genius and probably funnier than the best of Futurama. Has to be said that The Simpsons have well and truly run out of ideas these days though; it's utter shite. It's gotten to the stage where the scriptwriters are probably so bored with the same set of characters they're just seeing how stupid they can make it.
Typical thing with American TV though, take something good and run it into the ground for 20 straight seasons. Brit comedy always had the right idea ending things before they got too irritating and were at the top of their game (Fawlty Towers, Office, Father Ted etc.)