Ignore Oddbodd Cutecat!
Only joking Oddbodd. But nothing wrong w/ Cutecat raising this topic again... she's new here (I hope you are a she, or I take it back)... and as long as the topic isn't on the page, then it's cool.
As for me, I found that Abe's Oddysee was more challenging, simply because there was no Quicksave option, so if you died, you had to go back and start that section again. Whereas with Abe's Exoddus you could quicksave before a hard area and keep trying it without having to re-do the level. Also there are no clues on how to find the hidden Mudokons.
However, my favorite of the games is Abe's Exoddus, because I love the levels, they seem to be more complex (as in size wise).
Abe Babe...