To determine which is stronger, all you have to do is calculate the bending moment of inertia for each cross section. The higher the bending moment of inertia, the stronger the beam is in bending. To calculate the moment of inertia for a hollow tube, calculate the MOI for a solid tube, and subtract the MOI for the hole in the middle.
http://en.wikipedia.org/wiki/Second_moment_of_area" (a.k.a. moment of inertia)
To figure out how much weight it can hold, you need to read up a bit on beam bending theory, and you will need a bit more information about what kind of material the tube is made out of:
http://en.wikipedia.org/wiki/Beam_bending"