Granted they haven't found the magic formula to make the Hulk a cinematic hit yet, though I think that's mainly because the CGI Hulks just come across as too fake, even though the last movie's Hulk was improved.
But in comparison between Hulk and Sentry, Hulk's duality was better explored early on, also the act that made him into the Hulk in the comics made Banner heroic and tragic all at the same time, and made the Hulk a sympathetic character. With Sentry, didn't he just drink a potion, and recently in Siege they made his origin even more dubious. Plus Sentry's greatest enemy is himself, which is cool, but might be hard to really show well on the big or small screen. Banner fought against his Hulk side, but also had some good external enemies. Even Mr. McGee from the TV show was pretty damn dogged.