Never heard of Galactic Cowboys before . . . Do they always sound like that, or was that an anomaly?
Yep, that's pretty representative! It comes from the album Machine Fish, which is a good starter, I'd say. But they're all great. Earlier albums have more thrash influences and later albums have more alternative/grunge influences.
Someone once described them, pretty early on in their career, as Metallica meets The Beatles. That's fairly accurate (though you might want to throw in a side of King's X), especially with their earlier albums, particularly
Space In Your Face, though there are some progressive flourishes thrown in as well.
Machine Fish is probably their all around heaviest album. After that their sound began to expand to include more alternative, punk, and even pop elements. But I adore every single one of their albums in different ways. You know they opened for Dream Theater on one of the Images and Words tours, too.