Del Toro as Moe and Carrey as Curly are definitely the bad casting decisions. I'd keep Penn as Larry and bring in Mark Ruffalo as Moe and Phillip Seymour Hoffman as Curly, though he'd make an equally fine Joe Besser.
The Stooges movie I've wanted to make would be set in World War II, where the US drafts the Stooges to sneak into Germany to take on the Nazis, using their natural talent for disguises, incredible pain tolerance levels and their capacity for ultraviolence. The plan would be for the Stooges assassinate Hitler and have Moe Howard secretly take his place so that he could end the war. It would play somewhere between Saving Private Ryan and Where Eagles Dare, but with way more scenes of Nazi soldiers getting beaten to death with wrenches and fatally poked in the eyes than either of those films.