Don't have Megasonic (if supersonic is him indeed), but supposedly he's a differently flavoured Epic Sax, probably even slightly worse, since Epic Sax works by just doing your typical big band stuff, and to effectively use Megasonic SA you'd supposedly have to dump his ground combo.
And between Epic Sax and Polter I'd say Polter. Because Squiggly. Also because MAXIMUM DAMAGE. I oneshot a 23K FS diamond Untouchable yesterday with a pretty standard gold Polter. Just max your ATK.
Also Squiggly, especially Poltergust, has options - you can build into long combos or not, you can has removals, command throw and launcher, armor break, meter control. Big Band is a one trick pony - he can only do 9000hit combos and stun if he's lucky. If you meet Brain Freeze you cry, if you meet painwheel with grudge you cry, if you meet SG support you cry. The only good thing he has going for him as a makeshift "pls no bb3 me" is the dash invul.
For me personally Poltergust is a better choice at higher streaks.