Megadeth
Metallica
Slayer
Anthrax
Megadeth is awesome, and I really dig Dave's vocals. I don't like Cryptic Writings, Risk and The System Has Failed (though I do love The Scorpion - who'd have thought?), but the rest is pretty awesome. Especially their recent stuff blows any of the recordings of the other three out of the water. The title track on Th1rt3en is easily their best song since Countdown to Extinction.
Metallica is good too, but their recent stuff (aside from Beyond Magnetic) isn't really my cup of tea. I absolutely detest St. Anger and Lulu, which both have no redeeming qualities imo, but especially Kill Them All, Ride the Lightning, Master of Puppets and ...And Justice for All are some of my favorite albums, probably in my Top 50.
Slayer is a bit too aggressive for my taste. I have nothing against speed, but it shouldn't lack melodies, which some of Slayer's work does sometimes. However, Seasons in the Abyss is great (the song), as well as South of Heaven and Behind the Crooked Cross. I don't like Raining Blood, though.
Anthrax, I have never gotten in to. The only song I know is Indians, and that's kind of boring. I might give them a spin in the future, but right now I'm kinda occupied with Haken.