Comparing the two bands is really apples and oranges for me. Metallica, after Kill 'Em All, clearly got away from the Thrash sound that defines 99% of Megadeth's catalog. Before Cliff Burton died they were headed in a very prog-metal direction, which you can tell on Ride the Lightning and Master of Puppets. Even his last song, To Live is to Die, on ...And Justice for All, carries that prog sound, while the rest of the album gets back to Metallica's thrash roots. Then they went to a more hard rock sound which really turned off a lot of metalheads and that's really the only reason the debate popped up in the first place. Most Megadeth fans, when talking about Metallica, would say that Metallica sold out and their music suffered. Most Metallica fans would argue that their music evolved and adapted. Most Metallica fans, when talking about Megadeth, would say that all their songs sound the same. Most Megadeth fans would argue that the band has been able to stay true to their Thrash/Speed metal roots while subtly changing their sound from album to album and lineup to lineup. The bottom line is, if you truly enjoy the genre, you can not compare a band that brought an entire genre into the forefront of music at a time when people thought of Motley Crue as heavy metal, and a band that has risen to the heights of commercial success that it has without compromising any of their musical integrity. But without the first, there never would have been the other...
I have been listening to Metallica since I was seven and Countdown to Extinction was my favorite album for quite a while. So I'm a little passionate.