I definitely prefer In&Out to Five Guys as far as taste in their burgers, however Five Guys fries are so much better than In & Out's shrimpy little ones. I guess it's just a matter of east vs. west coast and where you are. I do find Five Guys more filling than In&Out as well, but I think their meat is less flavorful at Five Guys...
When I'm Pittsburgh and there is no freakishly cheap In&Out, this is one of the only fast food places I would go.