Julius Caesar won primarily through conquering
Alexander, on the other hand, had to take on the Hyperpower of his time. Not only were the Persians have bigger armies but they also had more greek phalanxes on their side than Alex had on his. Furthermore while Julius conquered Gaul, Alexander fought his way through Anatolia, Syria, Mesopotamia, Lebanon and the Indus Valley.
It is clear then that in terms of generalship, the best general of the classical age is Alexander. Where Julius comes out tops is his political ability, that he established a form of government (ie. dictator-for-life) that held the empire together for the next five hundred (or fifteen hundred) years.
Oh, there was a movie involved but it's so bad, I've given it a miss.