There is no way to know if Satan was actually a good penalty killer or not, since he was backstopped by Hasek. I certainly don't remember him for his defense, and I doubt he was any better defensively than Vanek. Both of these guys are valuable for one thing only - scoring.
Satan and Vanek each played 7 full seasons for the Sabres (I'm not counting the 12 games Satan played in '96-97).
Here are Satan's rankings in the league for Goals and Points for each year (I think that's the best way to compare offensive players across eras, since scoring changes over time):
'97-'98:
Goals: tied for 55th
Points: tied for 84th
98-99:
Goals: tied for 25th
Points: tied for 7th
99-00:
Goals: tied for 32nd
Points: tied for 16th
00-01:
Goals: tied for 45th
Points: tied for 61st
01-02:
Goals: tied for 9th
Points: tied for 17th
02-03:
Goals: tied for 45th
Points: 23rd
03-04:
Goals: tied for 21st
Points: tied for 41st
AVERAGE:
Goals: 33rd
Points: 36th
Here are Vanek's rankings:
05-06
Goals: tied for 69th
Points: tied for 137th
06-07:
Goals: tied for 5th
Points: tied for 19th
07-08:
Goals: 13th
Points: 52nd
08-09:
Goals: tied for 5th
Points: tied for 51st
09-10:
Goals: tied for 31st
Points: tied for 78th
10-11:
Goals: tied for 14th
Points: tied for 15th
11-12:
Goals: tied for 45th
Points: tied for 49th
AVERAGE:
Goals: 26
Points: 57
However, if you throw out Vanek's rookie year, which was easily his worst, his rankings improve to:
Goals: 18.8
Points: 44
Throwing out Satan's worst year (which isn't as relevant since it wasn't his rookie year), doesn't change his numbers much.
I understand this isn't scientific, but it suggests that: (a) Vanek is a better goal scorer; (b) Satan got more assists; (c) the numbers are closer than I would have thought; and (d) Vanek is more inconsistent than Satan but is capable of being one of the elite scorers in the league. i.e., his best is better than Satan's best.