Ugh, MegaDeth* is alright but often their lyrics and vocals just annoy the fuck out of me. Sweating bullets for example is pretty cool at some parts but just the way he talks.. Sounds like a cartoon character. My friends dad used to love them and I listened to quite a bit of them but I'd rather not go and listen to it again.
Metallica was my dad's favorite and maybe that's why I prefer them, but I just prefer the way their music sounds. The vocals feel a little shallow and repetitive sounding sometimes but their music makes up for it. Every song is like the same kind of rasp and tone; or at least it often feels like it.
There are more classics by Metallica played on the radio than Megadeth; so nyah. They seem more widely successful too; despite their controversies.