I have my share of love for Mustaines work, when I got into metal everyone was into Metallica but out of pure stubborness me and a friend bought Megadeth CDs instead. I fell in love with "Poison was the cure", "Liar" and "Psychotron". When someone has a party you can always find a guitar and start playing some intros and within 20 seconds someone comes up: "Hey, oh... you´re playing that cool song from "Last action hero", Megadeth right?"
I´m not sure if Dave cares much for Megadeth nowadays, the live show was good but that´s mostly because of the other guys in the band. Some new songs are very good but overall the quality has gone downhill.
On the other hand I´m one of those who like last 12 years of Testament more than the early period. Rougher and more intense. Not to say Alex can´t play guitar, but the new stuff (yeah The Gathering is 6 years old now) has the edge. They are great live too.
If you asked me 10 years ago I´d say Megadeth but I´m more into Testament.