Darkseid has the mythic heft. But Thanos? He's got the personality.
And also? Whereas Darkseid is like if selfishness itself were made a god, Thanos is actually less vain. He does it all instead for what he considers a higher cause, even if a perverse one: Death, his one true love.
Which may be an example of the fundamental difference between the DC and Marvel character sensibilities. DC, it's Evil. Marvel, it's something threatening, yes, but slightly harder to define--more differing interests than good vs. evil.