For sheer genius, gotta go with Harpo. But Groucho and Harpo and Chico together? Fuggedaboutit!
The Marx Brothers were awesome! A couple of trivia items; Harpo's real name was "Adolf" so it's easy to see why they didn't use that name. Chico had a *MAJOR* gambling problem. I've read that they only did their last movie to pay off Chico's gambling debts and get him some sort of retirement funds.
I may have missed it, but did no one mention the three stooges?