It's great to see some love for Megadeth. They've been my favorite band since I was in jr. high and switched from listening to radio-friendly pop to hard rock. Faith No More was my gateway into harder stuff. I bought the soundtrack to Bill & Ted's Bogus Journey because there was a Faith No More track on it. It also had a Megadeth track, which was my first exposure to them and the rest is history. Faith No More and Megadeth are still my two favorite bands.
Metal is probably my favorite genre. I prefer thrash and symphonic metal over death/black metal. My problem with the harder stuff is that it "cookie monster vocals" (as Dave Mustaine dubbed them) make it lose its hook and melodic quality. Pure metal, thrash and 'lighter' stuff retains more of a melody. Once I get into really heavy stuff, I can't tell one song from another. I still like it though. I have 6 separate custom metal playlists on Spotify, each with different metal genres.
That being said, my favorite bands:
Megadeth
Metallica
Pantera
Slayer
Disturbed
Bullet For My Valentine
Killswitch Engage
Five Finger Death Punch
Slipknot
Shadows Fall
Trivium
Dimmu Borgir
Children of Bodom
Kamelot
Therion
Nightwish
Epica
Rhapsody of Fire
Blind Guardian
Korpiklaani
Elvenking
Yes, I've heard Steel Panther. They're pretty funny as long as you know they're blatantly offensive and a parody of 80's glam metal. Easily the most misogynistic lyrics I've ever heard, so avoid listening to them around sensitive girls