There is no better exercise than the squat. It engages nearly every muscle in your body. That's why your post-leg-day delayed onset muscle soreness (DOMS) is so intense. Two days after you squat, your quads and hamstrings should be tense, sore, and in the repair shop.
That is, as long as you are pushing it! Go deep, focus on the target muscles, and lift! If you're not in love with squats yet, you will be once you notice changes in your legs.