Answer:
That depends on the ambient temperature, among other things. If you have two lumps of stone in the same place, one of granite and the other of marble, they will eventually be of the exact same temperature.
However, marble tends to feel cooler to the touch, but that also depends on how polished it is. Basically, something feels cooler if it drains heat from your fingers (or feet) faster than another material. The more a surface is polished, the more contact area it will have with your skin, and the faster the exchange of heat will occur. Also, some materials conduct heat better than others, and this affects the sensation of coolness as well.
If you heat up a piece of marble and a piece of granite to the same temperature (higher than your body temperature), polished marble will probably feel warmer than polished granite.