If your tanks are cycled, gravel is definitely the way to go. It's more porous, which allows bacteria to easily colonize it. Also, if your tank is cycled, you usually clean with a gravel vac--when you have marbles, because the pieces are big and round there are large gaps between each marble, so uneaten food and waste are very difficult to extract with a normal gravel vac. Normal gravel fits much more closely together.
However, if your tanks are not cycled and you have to take out and wash all the substrate with every change anyway, marbles are the way to go. If your gravel is really jagged, though, there are plenty of finer gravels that are less sharp.