I was planning to build a freeze mage deck at first, but come to think of it I want to expand on my warlock decks (I play lots of warlock), especially Zoo and Renolock (I favor leeroy combolock).
I prioritize getting better warlock decks (which kinda means Mal'ganis) but I don't know if Mal'ganis is worth to craft and if it would make my decks better. For example, I play Leeroy Combo renolock and Kolento's zoo lock, but I don't know if getting Mal'ganis and playing demon package renolock, demonzoo, or even possibly demon handlock would increase my chances to get to legend as say, freeze mage would.
I don't own Mal'Ganis. However I do have a copy of Antonidas. With regards to Antonidas it is a solid card in its own right wielded in just about any mage build... so its a great investment card. I don't play enough Warlock to know just how many builds Mal'Ganis fits into. However something was apparent in your post. You clearly had more to say with regards to Warlock, and made it clearly known you played it more... so just as an opinion you may be happier with the Warlock fit that is Mal'Ganis.
Both are great cards, but I think Archmage Antonidas is more essential to Mage decks than Mal'Ganis is too Warlock decks. However, to me it seems like from your comment that you are looking to focus on Warlock decks more so I would go with Mal'Ganis and then come back and craft Archmage Antonidas when you have enough dust for another legendary.