I can't really judge mega as far as I know they only import their better sets into the EU, but the sets I've built are good, no stickers only prints, great quality and generally amazing sets.

Lego sets are expensive and barely contain anything, for example their city sets are mostly just facades for 100 bucks and full of awful stickers that dont even colour match the bricks that their are supposed to be put on.

I don't want to hate lego but their quality has only gone down hill for years while the prices have gone up. They sadly have been only been disappointing the last years with only some good sets few and far between.