It depends on what you are after. If the curved glass is the biggest draw, I would go with the Note 4 Edge. The Note uses a separate but seamless screen for the curved edge and the Note has better curved screen functionality and curves more. The S6 edge is only slightly curved and just uses the main screen. This is a problem since there isnt any room to put apps on the GS6 edge. Also the GS6 edge screen notifications use the entire screen. This means functions like night clock light the entire screen with its backlight (like looking at a black wallpaper with the phone on). The Note 4 keeps the main screen off during edge only functions. Not to mention the Note 4 Edge still supports an sd card and removable battery and the battery life is great. The only real con of the Note 4 Edge is the plastic back and the asymetrical form.
With all that said, I have a Galaxy S6 Edge and I love it. It looks amazing and is fantastic to hold. I am not a fan of plastic at all and the metal and glass really compliment each other. I wanted the latest internal specs and this being Samsung's jump into 64 bit and built in wireless charging, I decided to upgrade from my Optimus G. Since money wasnt a big factor to me, i decided on the Edge over the regular. I decided not to get the Note 4 Edge since its too big for me and still more expensive than the GS6E. That beautiful, beautiful curved screen is the main reason I got it.
So it depends on what you value. If its visual appeal and newer hardware, get the S6 Edge. If you want a bigger phone with better removable and better battery/sd card and actually want to use the edge screen instead of just looking at it, get the Note 4 Edge. Hope that helps.
Also I think this is the wrong forum. You should post to general and not accessories.