Marijuana isn't even on the list, but I'd put alcohol as significantly more harmful than tobacco (though you could take a different perspective). Alcohol is fairly toxic to your body and you can overdose and die quite easily. I'm pretty sure that's not possible on tobacco. For most people it's not really just the tobacco that harms them, its the nicotine in cigarettes that has them inhaling other chemicals which are far more harmful. Neither one will kill ya in moderation, but both are pretty harmful in excess. I have a little bit of personal experience because I watched my aunt go from an alcoholic to fairly heavy smoker recently. Let me tell you, she is WAAAY better off smoking cigs than having a bottle of wine in her hand all the time.
Note: There is a big difference between cigarette smoke and plain tobacco smoke (through a pipe, etc). Chewed tobacco can cause oral problems, but to what extent I don't know, since I assume most claims I've heard have been exaggerated.
edit: I just read through the thread and saw something that sums up my feelings pretty good: Both alcohol and tobacco have long term negative effects, however alcohol's immediate negative effects, including fatal overdose, cause me to consider it more dangerous.
edit2: I'm not going to start a long debate here, but just to indirectly respond to some comments made, marijuana smoke (even from rolled joints) has been shown to be much less likely to cause cancer than cigarette smoke. Getting high also does not effect your judgment and reaction time the same way alcohol does, either. For example, getting drunk will cause you to drive fast and reckless, while getting high will probably cause you to drive slow and cautiously. There are explanations and studies that support those claims.