Compare the four? 'Tis hard - Pokemon Stadium games was merely battles in stadiums (similar to PBR), only with minigames as well. And no WiFi - but they didn't have it then, of course.
Colosseum and XD had a few Stadium challenges, but primarily they were RPG's with storylines and all, so it's more of opinion in which is better - RPG Pokemon game, or Battling Pokemon game.
IMO, both sets were good. Colo and XD did have a few hiccups, but it was still good, fun to play, and so forth.