dean - demon deals....dad sold soul for him...he sold soul for sam
sam - visions....he had them..dean didn't...maybe he still has them
over all i think they both have their far share of problems

dean showed his at the end b4 he went 2 hell

Sam had it all around

I just picked one seeing as there was no option for both. They both have enough problems equally.

Dean has to deal with the fact that he is not supposed to even be alive and that his dad is dead because of him. (Not saying it's his fault) He has to worry bout Sammy (which he would have done anyway) now that his dad told him to make sure Sammy doesn't go evil and that he might have to kill him because of it. Then he has to deal with Sammy's death, which we all know he handle terribly. He brings Sam back but then starts to worry that what he brought back might not be completely Sammy. Then he has one year left to live his life and make sure Sam will be okay without him. Which Sam won't but he tries hard to make sure anyway. Then he goes to hell, which brings on a whole new load of problems for Dean.

Then there are Sammy's problems. He gets all this anger bottled up over Jess and his Dad and it's just going to eat at him. He is worrying over the fact that his Dad knew something bout the demon and him so he searches to find out what that might be. HE worries he will turn evil. Then he dies, gets brought back only to find that his big brother saved him with his life and he only has one year before he loses him completely. So he spends that whole year trying to find some way out of the deal so that he wont lose his brother. Which we know he never does, Dean goes to hell. And as I said before that causes a ton of more problems for the both of them.

Now I know looking back at what I have said I have left somethings out. Like Ruby and Lilith and such like that but I think you get the picture. They both have an equal amount of problems they both are dealing with through out the entire series.