What's your goal? If you are only planning to work for a "program" or at an entry level job in Government in the social services field, a bachelors degree would probably suffice and you'd do fine at either school. If you want to get into social work "practice" with counselling, psychiatric social work and the like, you'd need a masters. The program at WVU is fully accredited at the masters level.
Like Tim says, you would want to weigh whether or not you want a change in scenery, but you'd also want to factor in the cost of moving and the need to establish yourself in a new community if you were to move.
Here's a link to the program descriptions at WVU and at Marshall:
Division of Social Work | HOME | West Virginia University | Eberly College of Arts and Sciences
College of Health Professions (http://www.marshall.edu/cohp/portal/Main/index.asp?pid=49&sid=5 - broken link)