Animegoin pretty much summed it up. MS has a certain randomness to it that makes it so epic/dangerous. You could get anything ranging from something relatively lame like Shin's weapons telekinesis to something epic like kamui. With the right MS techniques you could honestly fight rikudou level characters.
As far as sage mode is concerned, it is cool but the mode alone doesn't really grant you that much. You need to already have techniques of your own in order to get much benefit from it. If you were a bum who didn't know any jutsus, but you somehow managed to go into sage mode, then you still wouldn't have any jutsus even in sage mode (since SM mainly just augments what you already have).
In short, the power granted to a sage is dependent upon their arsenal in base.
The power granted to an MS user is random, and it is guaranteed to give you powerful techniques even if you were a bum with no jutsus prior to awakening MS.
Now about epicness, I will say this:
SM Naruto had a lot more epic of an entrance than MS Sasuke due to the dire circumstances that were taking place (Pain's attack), and also due to the epic new cloak that he donned.