Your question about Steinbeck's Of Mice and Men is very much an opinion question. I'll tell you my answer and give you some reasons for my opinion, but you really have to answer the question for yourself.
I feel sympathy for both. Curley's wife is ignorant and uneducated and she uses what she's got. She is also a misfit in the novel. She is isolated and mistreated, and is a woman in a man's world. What options does she have? And, of course, she's killed.
Lennie doesn't mean to kill her, of course, and you can't help but feel sympathy for him. Like Curley's wife says, all he talks about is rabbits. That's pretty much all he thinks about, unless he thinks about something else that he can pet--like mice or puppies of Curley's wife's hair. Society in the novel has no real place for him. He tries not to talk to Curley's wife, but of course she won't let him get out of it. She doesn't understand the danger.
Through this whole chapter, I feel more sympathy for Lennie. I feel more sympathy for Curley's wife in this chapter than in any other, but I don't feel as much for her even in this chapter.
I feel sorry for Lennie because he is just too slow to be able to understand the way that other people are treating him. So he ends up killing her (and losing his own life) because he just can't understand how he is supposed to react in various circumstances.
I feel sorry for her losing her dream, but it seems like she maybe brings a lot of trouble on herself (why's she having him touch her hair??). Lennie is much more of an innocent victim than she is so I feel sorrier for him.