Well, Leo is set up from his first scene all the way up to the last written line as an arrogant, narcissistic, unlikable prig, and Bob is basically a harmless, friendly, big child, so it's easy to sympathize with him. Within the confines of the movie, I'd much prefer Bob. He's friendly, easy going, and cheerful in spite of his problems.
However, if this were a realistic situation, Leo would be
totally
within his right to treat Bob the way he does (right up to the point where he becomes violent, of course). In fact, he's much more patient than he needs to be. Bob breaches the doctor-patient relationship several times over, invades his privacy, disrupts his time away from his work, jeopardizes his career, interferes in his family life He's basically a stalker in need of a restraining order. And instead of siding with him, his family picks the side of the stalker. That would be tremendously frustrating. I know people who work with troubled individuals, and it's hard enough to have to do that without taking their issues home with you, especially when you're actually trying to relax, during a particularly stressful time.
I kind of wonder if the way Leo was written has anything to do with the prevalence of scientology in Hollywood, since it's a cult with an anti-psychiatry slant. But maybe that's just my paranoia talking.

I have to say Bob. Leo was a jerk even from the start. Like another poster said he just gave Bob a book and told him to do what it said. When Bob shows up at the store Leo tells Bob he never gets upset or angry. That in itself is not a good thing. He basically kept his emotions inside until he exploded and that to me is the point of the movie. Bob maybe crazy somewhat but Leo is responsible for everything that happened. He admits at the beginning of the movie he would've rather seen Bob after his vacation was over. Plus there is also the scene where they call Leo and tell him that Bob died and his only response is, "Oh well. Let's not let it ruin our vacation." I watched this with a friend who hadn't seen it and when he watched that scene where he says that he decalred, "Oh my gosh! What a bastard!"
Green Goblin is great!

Bob was annoying much of the time, but his actions were not that odd, given his mental problems. A good shrink should be prepared for how to deal with someone who "latches on" too much. Leo was not; he pushed Bob away too roughly and didn't really explain to his family why the separation between therapist and client was so importantrather, he just kept calling Bob crazy. That simply caused the Fam to empathize more with Bob, especially as Leo got more and more angry and distant.
So, though Leo deserves some sympathy, I have more empathy and liking for Bob. He's a much nicer person, and a LOT more fun, despite his various neuroses. Also, he's never been trained to deal with these as Leo has, so the fault lies with the shrink for not practicing what he was taught.
Don't get me wrong
It might be unbelievable,
But let's not say so long

Leo never had a chance to relax, Bob showed up right after they arrived and never stopped pestering Leo after that.

I also noticed Leo didn't seem to be enjoying himself while he started relaxing on his vacation and strikes me as the kind of guy who didn't know how to have fun.

I evolved through the film. At first I was on the doctor's side and agreed with him. About halfway through when Bob became so likeable and he was the family's best friend, helps Siggy dive, praises Marvin's book on air and Marvin got so angry and psycho I started to side with Bob.
Deutschland hat die Weltmeisterschaft zum vierten Mal gewonnen!

That's a bingo!

Who did I like better? Bob
Who would I want to spend time with? Bob
Who was creepier? Bob
Who did I have more empathy for? Leo

Leo.
He has every reason to be upset when some deranged stalker shows up at his vacation home.
When I'm gone I would like something to be named after me. A psychiatric disorder, for example.

It's funny how Bob went on to become a psychologist and Loe sued him over the Death Therapy rights.

I've seen this movie several times over the years. The first few times I saw it, I was totally on Dr. Marvin's side. I couldn't understand why no one else found Bob odd or why they didn't think it was weird that a total stranger just showed up at their vacation home and was spending all his time with them. But in recent years, after having been acquainted with several therapists who acted as if they could care less about their patients' problems, I began realizing what a jerk Dr. Marvin was being. Why couldn't he simply just loosen up and realize that his patient spending time with his family was helping him get better?

Did you miss that Leo was going on vacation and didn't even know Bob was coming until the last minute? He didn't have time to really help him or transfer him. He did tell him about the covering doctor, but Bob didn't listen. This was a guy who had bounced around many different doctors and had serious boundary issues (to put it lightly), so a cold approach was the right one. Psychologists are good for certain people, but psychiatrists are good for others. To make generalizations about one being better than the other is a big ignorant.

I empathized more with Bob. Let me tell you why. Dr. Leo Marvin's help was too cold. He just gave him a book to read instead of really helping him get over the problem or to transfer him to another doctor. He left Bob out in the cold and that's why Bob was acting so strangely. I think that Bob deserved more a psychologist rather than a psychiatrist. You can trust me that I never had a good experience with psychiatrists. I prefer psychologists.

Figure his job description included a part where it said that, as a head shrinker, his duties will include being stalked by his patients and have them sleeping in his house? You sound almost as nuts as Bob.

Bob was an "absolute" pain in the ass and Leo's frustration of him is understandable. The rest of Leo's family loved Bob though and Leo wasn't exactly painted in a sympathetic light.
I like this hilarious film, for not being so biased as to allow Leo be the "absolute" bad guy, even though he was smug and conceited. Bob, under the surface, was very much a manipulator and possibly even narcissistic. It was all about him and he made sure it was all about him. Much of the humor came out of Bob's acceptance by the rest of Leo's family, when in reality, I doubt Bob would have been so warmly welcomed. It is easier to laugh from the observer point of view.
The exaggerated scenarios, and the challenges that Leo faced unsuccessfully and was finally driven nuts himself, does make me feel like siding more with him than Bob. There was no "out" for Leo, and there wasn't anything he could have done or said, that would have allowed him to come to terms and accept Bob for who he was, psychiatrist or not. This was a mis-match made in hell.
Exorcist: Christ's power compels you. Cast out, unclean spirit.
Destinata:

"Dr Leo should have known this would come with the territory as a psychiatrist".
Figure his job description included a part where it said that, as a head shrinker, his duties will include being stalked by his patients and have them sleeping in his house? You sound almost as nuts as Bob.
"facts are stupid things" - Ronald Reagan

Bob all the way for me. Sure, he had no right to barge into Dr Leo's life, but Dr Leo should have known this would come with the territory as a psychiatrist and Bob meant well.
Dr Leo was a cold, smug prick who cared more about selling his book than he did about his actual patients, and it's hard to feel too sympathetic towards someone who turns to murder at the end. It's his family I feel most sorry for, especially his youngest, because they're going to have to see their father/husband being sectioned and his reputation in tatters.

What makes this a great movie (besides being funny and entertaining) is that it makes you think. I mean they both had points where it was easy to empathize with them. Bob ACTED inappropriately and had a hard time reading between the lines and seeing boundaries (but was innocent and well meaning), while Leo was arrogant, rigid and full of himself, although he still had a right to want to be left alone.

LEo as Bob Ruined his interview.

Yes I agree, Leo may not be a good person. But nobody is perfect. He definitely does not deserve such terrible ending.
Just make one small change to the movie, replace Leo with another normal psychiatrist, not snobbish, a good father, husband and brother. The patient stalks the doctor in his vacation, getting close to his family, have a tighter bond with his own son and daughter than himself, constantly stealing his thunder during the interview, party and everywhere else.
This movie is going to turn into a comedic psychological thriller.
a little fantastic, and fleeting, and out of reach.

Both in different ways, which is what makes this movie (and similar situations) really interesting.
I'd much rather be friends with Bob for that reason too, and I felt for him not having anyone close in his life socially, which you could tell he really craved. Despite being kinda needy and paranoid about things, he was a good-hearted, fun, innocent guy who only meant well. In fact, some of his social awkwardness and inability to read people, probably came FROM people not giving him enough of a chance, and him just not having family and good friends in his life.
Leo was uptight and full of himself, and had trouble relating to even his own family (wtf, who uses hand puppets to talk to his teenage daughter?), so that made him way less likable as a person.
That being said, I still felt for him, especially towards the end. Nobody was sympathetic to his side of things and all bonded with Bob no questions asked, even his female psychiatrist friend Katherine. He probably felt demeaned as a doctor and a husband/father, that his family was gravitating to a guy they'd only known a day or two (like, he helped encourage Siggy to dive, when Leo couldn't). I think when everyone loved Bob's GMA appearance and the hospital wouldn't keep him, and his birthday was ruined, that was just the end of the line for him.
Of course he was a jerk, overreacted alot and could've handled things better, but in some ways it's not hard to see why he flipped out on that last day.