When said in a compliment, being called Beautiful is the better of the two :)

I'm a pretty beautiful person. :P

This is an excellent online dictionary which will help you with your question and others you might have in future: www.thefreedictionary.com

"pretty" v "beautiful" - I think it the same with "clever" v "intelligent".

Pretty is something that is pleasing, almost accepting to something beautiful. Beautiful is having qualities that give great pleasure, they give a nice feeling when seeing something beautiful. Almost like you see and feel "something" nice at the same time. However, without the technicalities, a woman can be pretty or beautiful. Beautiful is just more sensual. I hope that makes sense. :)