I have 3 keggles and IMO they are the best. I gaurantee, though, that anyone who spend the clams on a shiny blichmann pot will differ.
But I haven't tried everything out there so I certainly can't say what's best.
I have a Blichmann and for the most part I agree with the previous posters on the features
but it has it's own set of issues (perhaps shared with some/all of the other contenders).
The thermometer is mounted too high so it's essentially useless until you get up to a certain volume. Even then I find it almost
useless because it rarely agrees with a thermopen stuck in the middle of the mash. As the thin wall of the Boilermaker cools (and it does so very quickly) the built-in thermometer reading plummets along with it. I don't want to have to stir for several minutes to get a decent temp reading. I still never use the built-in thermometer so for me it's a waste.
When used as a mash tun, the thin-wall of the BM allows the mash to cool quite a bit. A thick-walled Megapot doesn't do this to nearly the degree the BM does. But you'd prob have to insulate just about anything anyway so maybe this is a push. It does save weight.
Those are my biggest issues when using it as a mash-tun. The thin-wall and thermometer placement (and accuracy) are not an issue when used a boil kettle.
Some people love building brewing stuff but some of us would just rather spend that time brewing or drinking or w/e. If I save a tiny bit of money but spend many hours working on it, I've lost. But those that love to build have won because they enjoyed the whole process. It's just about what works for you.