Fedorov and Bure don't exactly get along anymore...
In terms of outright speed, they're pretty similar. Mogilny might even have a slight edge. In terms of explosiveness, in terms of speed with the puck on his stick, and in terms of agility and deking ability, Bure has the edge.
But as far as playmaking, Mogilny has the edge. I'd even say that Mogilny has a better shot. Bure wasn't a slouch in the shooting department, but Mogilny had an absolute rifle of a shot.
I always viewed Bure as the type who didn't really need a playmaking centre. Just have someone get him the puck and let him dangle. I think pairing him with that deft, stickhandling and playmaking centre wouldn't have had much of an impact on Bure's production, just with the way Bure played. While Mogilny didn't need such a player to dominate, either, but with the way he played, it was more beneficial to him. He could score as both the triggerman or the dangler.
One thing that definitely separates the two: desire. Bure had an unquenchable desire to score goals, even though it often left his teammates scrambling in the defensive zone. All Bure wanted to do was score, and it showed. Mogilny's consistency and determination often waivered, and it has resulted in a career littered with many peaks and valleys, and a plethora of frustrated coaches.