Definitely dry. Although Dry Marsala is actually a bit sweet when compared to wines one normally considers "dry". True sweet Marsala is too sweet for my taste in savory dishes. I've only used it in dessert recipes like Zabaglione.
In India I was right into a Fusion dish which was a dry cross between Chicken Marsala and Szechuan Chicken. Called Chicken 65, there are a few recipes around. One day Ill find a good one. But is was delicious.