Both the phones have their pros and cons, but I think you should go for Galaxy S6 Edge.
S6 Edge has the following advantages over Samsung Galaxy Note 4:-
1.S6 edge has 7.9mm thickness while Galaxy Note 4 has 8.5mm thickness.
2.weight of the S6 edge is 132 grams while the weight of Galaxy Note 4 is 176 grams.
3. S6 Edge has 576ppi pixel density while Samsung Galaxy Note 4 has 515ppi pixel density.
Note 4 has the following Advantages also:-
1. Note 4 has 5.7" display size while S6 edge has 5.1" display size.
2. Note 4 has 3220mAh battery while S6 edge has 2600mAh battery.
Verdict- In my opinion, Galaxy S6 edge is a better phone in overall performance but if you need a phone with a good camera you can go for Galaxy Note 4.
you can also see the comparison between the devices on 91mobiles :
Samsung Galaxy S6 Edge vs Samsung Galaxy S7 Edge
Both the phones have their pros and cons,lets analyze both :-
Advantages of Samsung Galaxy S7 Edge
1.Has Dual Sim:-Use multiple sims at the same time. It allows you to use two services without the need to carry two devices at the same time
2.More RAM:-More RAM means more applications can run at the same time.
3.Bigger Screen:-Reading, browsing internet and watching movies is more pleasing experience on a bigger screen.
4.Supports Memory Card:-Memory cards give your device more storage capacity.
5.Bigger Battery:-It can generally last more time.
Advantages of Samsung Galaxy S6 Edge
1.Slimmer:- Slimmer devices are easier to carry.
2.Light Weight:-. Light weight devices are easier to hold .
3.Better Camera Resolution:- More resolution generally means better picture quality.
Verdict - In my opinion, Samsung Galaxy S7 Edge is better overall performance and price ,if you need slim and light handset you can go for Samsung Galaxy S6 Edge .
You can also compare these devices on 91mobiles