Megadeth wins for having the musical chops. Marty Friedman is a vastly more gifted and talented guitarist than Kirk Hammett. See the same for Nick Menza's drumming v. Lars sub-competent performances.
I personally always identified with Mustaine's doomed, cynical, gallows humor more than Hetfield's "abuse-survivor" direction that he really moved to lyrically from the Black Album onward.
That said, I'm not a fan of post-"Born Again" Mustaine's public viewpoints.
Gar Samuelson DESTROYS as well. I think Dave is a lot more carefree and upbeat as a person than the Metallica guys. Lars would probably be a better drummer if they could get him to sit still for 5 minutes :scowl: