My road through thrash and speed metal started in about 87, when I was getting bored of Moltey Crue and the like. I discovered Anthrax, which lead me to Metallica, then Slayer, then Megadeth all in short order (and other bands too like Nuclear Assault, Annihilator, and Exodus). Metallica quickly became my favorite: Kill, Ride, and Master. Garage was good but Justice was the beginning of the end for me. Slayer became and still is one of my favorite thrash bands, but it wasn't long before I started getting into hardcore about the same time as thrash (D.R.I., Millions of Dead Cops, and Rednecks in Pain).
re: MegaDave -I liked Killing is My Business...and Peace Sells, especially, but found the rest of his tracks rather hit or miss.