Personally, I prefer Monster Squad. I used to love Goonies more but nowadays I can't get over the dialog problems in it. Everybody talks over everyone else. Yes, I know that makes the characters seem more realistic, but I think it fucks up the interactions.
Another reason I like MS is because it feels more adventurous since supernatural stuff is actually happening. In Goonies, nothing supernatural occurs (Though it is implied that some stuff that happens could be considered supernatural like the whole pirate ship sailing away.)