I'm using a Micro Metal Muff for all Metallica/Megadeth stuffs.

it can capture the tone of the pre-Black album days pretty damn accurately, provided you have a 'metal' enough guitar.

for more modern metal, the high gain models on my Vox AD30VT seems to be able to cut it, although slightly lacking in gain.

but yeah. for '80's thrash metal and everything along that line, I daresay you can't go wrong with the Metal Muff