Even though I don't often listen to the Big 4 as I'm more into other thrash bands (Annihilator, Overkill, Sodom, Testament,etc.) I'll give this a go
1. Megadeth - Love Rust, Killing is My Business, and a few other songs here and there, still stand by them as the best of the big 4, with Rust being one of my favorite albums ever.
2. Slayer - Not often that I listen to them, but I can appreciate Reign In Blood whenever I listen to it.
3. Metallica - Used to really hate them, but I've softened on them, but I never really listen to them outside of a few songs
4. Anthrax - Ehh...