I've listened to both and can say that they are both World Class speakers that I would be proud to own.
The mbl's have a sound that I would say is closer to what we hear from our Martin Logans. There is that sense of music simply originating is space. You know what I mean if your system is properly set up. Images seem to occupy the space they reside in, and they don't seem to originate from the speakers themselves. As with our Logans, the speakers themselves seem to just disappear. The mid-range and top end of the mbl's is simply astounding. The mid-range is easily as good as what I hear from my ReQuests (which along with the CLS I consider to be the mid-range champs of the Martin Logan lines), and the treble is much more extended and smooth than what I've heard from our electrostatics (yes, they do have some limitations). The low end is good and provides a good solid foundation, but can be augmented by a well integrated sub. Still, these are magical speakers with an amazing ability to sound just as good off axis as they do in what we would traditionally consider the sweet spot.
The Dali Megalines are perhaps the best dynamic linesource speakers I've heard - easily in a class with the older Pipedreams. They are definately a "Full Range" speaker with great extension at the frequency extreems. Their sound is similar to their appearance - being both delicate when called for and impossing when called for. They are both large and svelt when you actually see them, being very tall and deep, but not very wide, so they actually don't take up as much space as you might think - similar to our Logans; but they are much larger.
Great dillema to be in, you'll have fun making your choice I'm sure!