I like Megadeth a lot. With Killing is my Business, Peace Sells and Rust in Peace as my favorite albums by them in no particular order. Endgame comes close to these because I liked it a lot too but not as much.
There's a few albums I have yet to listen in it's entirety like Cryptic Writings or Risk, but nevertheless a great band IMO.
Oh and they put up a good show live, got to see them last November in Monterrey. Mustaine and Ellefson were all chill with the crowd, and watching Chris Broderick play Poison was the Cure and Symphony of Destruction's solo was incredible.
