What's harder to believe? Made-up story or contradicting evidence?

Contradictory.

It depends on each one, and the plausibility of each. A well-crafted lie is almost impossible to idenitfy as untrue.

The bandit gets the cigar. The question as stated is pointless in its contradictions.

contradictory evidence is impossible to believe at first, unless a lot of explaining is done to get around the contradiction.

Maybe the two sides of a contradiction are not true equasions. Maybe one really has nothing to do with the others.

Depends on the body language used.
Body language shows up a liar every time.

Evidence carries weight whether it contradicts or not. A made-up story without supporting evidence may not be true.