To be fair though Megadeth match Metallica first four albums with Peace Sells and Rust In Peace. That isn't talking from a sales or popularity view this is a musical point of view.
Metallica though while a real titan of metal are an interesting band. Gone through numerous sounds in their career from the thrashy side in the 80s, the more commercial blues rock approach in the 1990s and the ridiculous nu metal experiment of St Anger. Its said from me that I respect a band wanting to do different things like they did and I do like Load and Reload more than I did initially. Thing that makes Megadeth edge them out for me though is more a preference thing but they have made more memorable albums with a bit more in the way of memorable songs too. To many Risk was their only real bad patch and they certainly never dabbled with such a disgrace of a collaboration album like Lulu. Many people seem to be negative on Super Collider but in all honesty thats not even a bad album, I find it enjoyable. As for Metallica as said I enjoy Death Magnetic the remastered version I found because the CD version is garbage.