Music is for idiots, there is no art in it, and movies are faaaaar superior. Everyone that says music is an idiot, the only good music is the music written for film. I know about 98% of votes will be for music, but sturgeons law, 98% of everything is bad.
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Unlike music (songs), horror movies make you way frightened and can creep you out during night time while you get really scared around the surrounding. People don't hear scary music, and hear cheerful or sad songs instead! Also, the voice of music is so strong and so is the lyrics of the singers expressing the feelings of it! Sometimes, music makes you feel better than movies sometimes, when movies really scare you.
I prefer music to movies because music is pure artistic expression, and it is often done for its own enjoyment. Movies, at least corporate movies, tend to be made purely to increase profits and have little to do with artistry. Many movies are slight changes on previous popular stories and lack originality. The exception to this would be truly independent films, but they are becoming increasingly rare.
This is a tough question; but, both tend to bring a person much pleasure. Music can be very relaxing, and something one can enjoy by themselves. It can be used for working out, to set the mood, or simply to relax. I feel movies are more eventful and a great way to kill time in an entertianing way. It'd be impossible to argue which one is better.