I have one album by both bands, Master Of Puppets by Metallica and Countdown To Extinction by Megadeth. Neither of them blew me out of the water, they both felt kind of meh. I prefer other metal bands. Regardless of that, I preferred Megadeth. I like the guitars more, Metallica isn't exactly very inventive in that department in my opinion. I just enjoyed Megadeth more. There are other, better thrash metal bands out there though.
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