They have completely different purposes. Metagross is used as a tank or as a physical sweeper and Skarmory is used as a wall or for setting up entry hazards. So if your looking for a defensive wall I'd definitely recommend Skarmory.
Skarmory has amazing potential and in my opinion, easily a better choice than Metagross as a defensive wall. It has a Defence Stat of 140, a Special Defence Stat of 70 and not to mention the Ability Sturdy.
On top of this Skarmory only has two weaknesses compared to Metagross's four weaknesses. Skarmory also has two immunities, being Poison and Ground types respectively and resistances against 8 types (Normal, Flying, Bug, Steel, Grass, Psychic, Dragon and Fairy.) Even though Metagross has 9 resistance, Skarmory still has less weaknesses and an extra immunity.
Skarmory is also good in a support or lead role and has several notable moves, these include Stealth Rock, Spikes, Taunt, Whirlwind, Roost, Toxic and Brave Bird.
Overall if your looking for a good wall I'd recommend this move set:
Skarmory (M) @ Leftovers/ Shed Shell/ Custap Berry
Nature: Impish (+ Defence, - Special Attack)
- Stealth Rock
- Whirlwind/ Spikes/ Taunt/ Brave Bird
For more help deciding check out Smogon's page for Skarmory.
Hope I helped :)