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So I did a little more sales research thanks to VGC, to further compare Mario and Pokemon.
*I only did the handhelds because if I included consoles as well, that just wouldn't be fair to Pokemon since there are no mainline Pokemon games on Nintendo consoles.
So it looks like this:
3DS: Mario - 42.70 Million Pokemon - 28.33 Million (This of course does not include Sun/Moon for obvious reasons)
DS:  Mario - 92.14 Million Pokemon - 78.73 Million
GBA: Mario - 33.34 Million  Pokemon - 38.12 Million
GB/GBC Mario - 47.03 Million Pokemon - 85.40 Million (PokeMania I)

Total: Mario - 215.21  Pokemon - 230.58 

So it is true that Pokemon reigns supreme on handhelds, ioverall, but iit's a little closer than some of us might think. 
It absolutely destroyed Mario on the original GameBoy, Mario closed the gap considerably during the GBA life cycle and he eventually took over on the DS and currently holds the lead on the 3DS... for now...