The Dazzlings are pretty clearly the more magically powerful of the two, in terms of power scaling.
The Dazzlings can, even when drained for many years, do mass low level mind control songs. It is made abundantly clear that they are an extreme threat level due to their ability to gather power from their enthralled fans in an ongoing loop. If they hadn’t been handled by the humane six on the spot, they would have become a major antagonist for the actual A team of ponies on par with Discord.
The Saja Boys, in contrast, are a team of fairly strong demons with the backing of the entire demon world. That’s not nothing, and they are probably a greater natural threat, but their peak of power (when they sing Idol) is not much more impressive than what the Dazzlings manage at their nadir. It’s just a much wider area of effect and a moderately stronger effect.
With that said, ironically the Saja Boys are by far the better musicians. The Dazzlings are shown to lean heavily on magic to be even competent at performance, whereas the Saja Boys are strong demons who are also good enough musicians to use their music as a medium for their magic.
TL:DR If you want combat powerhouses, go with the Dazzlings. If you want someone who can top music charts, go with the Saja Boys.
