I've never had any problem with Megrim. I usually play one of two decks. One is any number of variations on a fast aggro-control deck, I've done them in all colors. Usually I can kill or have the game won before Megrim really matters. The other deck I play is any deck with countermagic, either an aggro-counter or a more control based deck. I have played against Megrim decks many times in my years, and I can honestly say I have never in my life disenchanted one or wasted a counterspell on one.
The card holds no fear for me, I usually lose respect for a deck when I see it played. It has to be the most overrated card in the history of magic.
The last poster summarized things nicely: You need a card like Cephalid Broker to give them more cards to discard. I have news for you, If you've used discard to empty someones hand, and are playing at least a decent deck, you've already won. Megrim is a waste.