I guess I'll go ahead and rank the megabeasts in my own order, yeah.
1: Bronze Colossus. Pure whupass in a can. Yes, dragonfire will melt it. No, it won't make the situation any better until the thing finally falls apart.
Tied for 2: Hydra and Dragon. Hydras last much longer in a fight due to immunity to pain and redundant heads. Dragonfire is deadly, but a shield can mitigate fire a lot better than it can mitigate 7 simultaneous bite attacks. But a failed block means 1 dorf ripped to pieces versus 1 dorf becoming Fun Incarnate, and all that flammable stuff around them (read: even your raised drawbridges) still suffers from the flames.
3: Roc. They're more the Fragile Speedster of the megabeast world. While they can royally fuck up a dwarf, they're as vulnerable to getting shot up as dragons, and they don't even get the marginal extra defenses scales give over skin. Plus, any fort vulnerable to a flying enemy would've long since learned their lesson, not just from fliers but also from anything that can climb.
I would nudge hydras down a rank in Adventure Mode (bumping rocs down to number 4), because it's a lot easier to aim for the parts that'll actually hobble them. Additionally, the greater risk of failing to block dragonfire (certain death via melting, versus almost certain death via losing whatever body part just got bit off) is magnified when there's only one target that needs to melt to end the game, versus however many dwarves your outpost would have.
If I want to rank semi-megabeasts, I'd go...
1: Ettin. Again, being immune to pain and ye olde head trauma goes a long way in a fight, barely enough in my opinion to edge out the main advantage
2: Minotaur. Weak But Skilled. They're the smallest semi-megabeast, and just as vulnerable to pain as the remaining 2, but natural combat skills are a massive advantage if they survive long enough to have an opportunity to exploit that. Unless you get lucky and they take a liking to smacking people with stolen clothing.
Tied for 3: Giant and Cyclops. They're close to the same size, don't have any particular tricks up their sleeve, and aren't immune to pain.
In Adventure Mode I would just barely nudge the cyclops down to number 4, as it's marginally easier to go for the eye and blind a cyclops, compared to any creature with 2 eyes.