Someone may argue that the musical is always better than the movie. It may be true that the musical is usually better than the movie, but I think Chicago is exceptional. The musical was funnier and more dynamic, while the movie was more showy. For example, in the musical costumes and sets remain the same throughout the show, but in the movie there are many different scenes, adding nice accents to the performances. (Cell Block Tango is a good example.) On the other hand, the musical has a little surprise about Mary Sunshine, which is really funny and impressive! The movie does not have such surprises.
However, I probably agree that without Catherine Zeta-Jones as Velma and John C. Reilly as Amos, the movie cannot compete with the musical. Their performances are the best things in the movie, as great as the performances by Deidre Goodwin as Velma and P.J.Benjamin as Amos in the musical. (In my opinion, Zeta-Jones's performance is even better.) Needless to say, Brent Barrett as Billy is much better than Richard Gere. I cannot make fair comments about Roxy, as I am a Renee fan...
Of course, the live music and songs at the musical were the best parts. It's definitely worth hearing. Oh yes oh yes oh yes they both oh yes they both oh yes they both reached for the gun the gun the gun the gun oh yes they both reached for the gun for the gun..... I cannot help singing.....