I personally prefer Destiny, because of how personal the album is. Somebody already mentioned it, that Destiny is Michael's most personal album up until Dangerous.
Look at the following verses from Bless Your Soul:
"Sometimes I cry 'cause I'm confused, Is this a fact of being used, There is no life for me at all, 'Cause I give myself at beck and call."
These verses perfectly sums up Michael Jackson's life. He didn't have much of a life, being hassled by the paparazzi and hysterical fans, everytime he went out. And we all know that many people took advantage of him and used him.
The song 'That's What You Get (For Being Polite)' describes a boy named Jack and how he was lonely and wanted love badly in his life. I think we can all agree that Jack is Michael Jackson and we all know that MJ wanted love from someone. He wanted to be accepted by someone and that's why he got close to the wrong families that took advantage of his politeness. The Arvizo, Chandler and Cascio families are the perfect example of such families, that took advantage of Michael's kindness.
Destiny is another song, in which Michael taks about how he doesn't enjoy the material things that comes with being a celebrity. He doesn't enjoy the city life and how he dreams of distant places. This concept of Escapism is something Michael would explore again in his later songs such as Xscape, A Place with no Name and Days in Gloucestershire. Michael never enjoyed the celebrity life, we all know that. He wanted to escape spotlight and try to live a normal life.
I think these three songs are easily some of Michael's most personal songs and that's why I love the Destiny album so much, because this album perfectly describes Michael's life and the sad events that would unfold in his life, later on.
Having said that, Lovely One and Heartbreak Hotel are my two all time favorite Jacksons songs. But Destiny >> Triumph for me always.