I love both and have all albums by both bands, been listening to them since 1992.
I would go with Metallica, although I also love Megadeth.
- They seem to take much more care about what they release, the vast majority of their songs is good or very good, only a few skippers. Probably more than 90% of the songs in their catalog is really good. Their only bad albums are Reload and St Anger. Lulu does not count. Megadeth keeps releasing stuff every 2 years no matter the quality and a lot of their albums are not very good or straight up bad.
- Metallica is better live because James can still sing pretty well. Mustaine just can't sing anymore, and it's been like this many years before his cancer. Unfortunately it's gone. Also Megadeth keeps playing the same songs over and over again. Metallica changes the setlist a LOT, bringing some old songs to the setlist all the time.
- Metallica's lyrics are so much better, even since Ride The LIghtning. Megadeth used to have some great Lyrics in albums like Youthanasia and Countdown to Extinction but it's been a while that Dave's lyrics are almost cringe.
- On the other hand, I need to say Megadeth is much better instrumentally, and if you enjoy analysing the drums and guitars there is no comparison with Metallica. Also albums like Rust in Peace, Youthanasia, Countdown to Extinction and Peace Sells are on par with anything Metallica has ever done, even Master and Black Album.
- Load is such an amazing album. I hated it when it was released and I was 16, today its one of my favourites from them. Great melodies, lyrics and overall sound/production. Reload on the other hand is pretty bad except for a few songs.
- St Anger is crap, but have you lisened to a version people re-recorded on youtube, with proper drums and shortened songs? Its actually good.
- Risk is not a bad album and it is very far from being the worst megadeth album.
- Although I said metallica is better, I find myself listening more to megadeth. Go figure...