Death Note, without a doubt! It's my favorite anime; whereas, PMMM ranks as #11 on my list.

Both series had a very well-executed message and were quite complex and dark, overall. Personally, I prefer Death Note's psychological aspect to all other psychological anime series that I have seen. Death Note's realistic essence, I honestly would say adds to its mind-bending nature. The way it can stand on its own. I love the PMMM characters, even Kyubey, but Death Note also has my favorite set of anime/manga characters. I'm normally only really interested in 3 or 4 characters in an anime and manga, but, with Death Note, I'm in love with almost all of them. They're very well-written, intriguing, and each have a tragic side of their own. Where PMMM is superior here, for me, would be in terms of emotion. While Death Note was quite a tragic series that did hit me harder, in that respect (because of the characters), Puella Magi is both connectable for real life situations, and the way that the buildup was conveyed to the end creates inevitable heartbreak. As for the end, I think both series were wrapped up perfectly.

I find PMMM to be superior between the two but I prefer Death Note, in terms of favoritism.