I must also throw out there Mortal Sin. Though they disbanded in 2012, 2011's "Psychology of Death" was an amazing album! Great Aussie thrash metal.

How about Anthrax? Worship Music is one of the best Thrash Metal releases of the last 5 years regardless of their past.

I hadn't even bothered with Worship Music! I shall rectify that.

I also really like Testaments last album. I've thought some more recent Megadeth albums have been good too, such as United Abominations.