Both Uknown Soldier and Mr. Dave summarize quite well my own thoughts regarding the 4 big. Anthrax I was never that much into. Metallica I like, but I grew somewhat tired of them years ago. They don't have that much replay-value, I think. Slayer are boring
I want my metal with a bit of aesthetics and the full-on intensity approach gets old real quick for me. So;
Megadeth > Metallica > Slayer > Anthrax
Megadeth is without a doubt my favourite of the four. Dave Mustaine is a real interesting character in metal and, although there are plenty of negative things you could say about him, I have a real soft spot for the guy. Plus, he's a genius when it comes to music in more ways than one.
He seems like a really nice guy when he's not angry
Also, while Risk may have been a bit of a sellout, I think they're well back in shape. Sleepwalker f.ex from United Abominations (2007) is brilliant! So much more interesting to listen to than what Slayer and Metallica currently do, I think.
Of course the lyrics are ridiculous, but that's also fine
