Let’s do some educating before some of you get confused:
The Big Four refer to the four biggest bands of thrash metal, generally credited with making the genre’s greatest and most successful music. Specifically:

For me:

1. Anthrax
2. Slayer
3. Metallica
4. Megadeth

They’re all great, great bands, but if we’re ranking them by decade;

-80s:
1. Metallica
2. Slayer
3. Megadeth
4. Anthrax, though I love Among :(

-90s:
1. Megadeth
2. Anthrax
3. Slayer
4. Metallica

-00s and beyond
1. Megadeth
2. Anthrax
3. Slayer
4. Metallica

1. Metallica
2. Slayer
3. Megadeth
4. Anthrax

For me

1. Megadeth
2. Slayer
3. Anthrax
4. Metallica

This takes into account ‘83 – '92 only, I own and enjoy every album from each of these bands between those years only.

1. Slayer
2. Metallica
3. Megadeth
4. Anthrax

Also, a fun little add on to this question that I always find interesting:

If it was actually The Big 5, which band would you choose to be the fifth?

Exodus for me, it’s the easiest choice, but the choice I agree with most.

Metallica
Slayer
Megadeath
Anthrax

I thought the Big Four were The Beatles, The Beach Boys, Led Zeppelin and Pink FLoyd :(

Slayer
Megadeath
Metallica
Anthrax

1 Megadeth (absolute best)
2 Metallica
3 Slayer
4 Anthrax

Metallica
Megadeth
Slayer
Anthrax

Damn. RockG has no love for Anthrax, huh?

@Quikstik Honestly they are the most underrated of The Big Four, but every band here is so good that it’s hard to say Anthrax is better than 2nd or 3rd best.

I like Anthrax, Spreading the Disease and Among the Living are just as good as anything else from the Big 4, but where they have only these 2 great albums, all the other bands have at least 4.

Granted I haven’t heard any albums past Among the Living (State of Euphoria / Persistence of Time), they could be just as good, but I don’t know.

@xBuddy Believe me, you need to listen to Persistence, it’s my personal favorite from them.

As for a possible 5th big thrash band, I’d choose either Overkill, Testament or Exodus.

metallica
slayer
megadeath
anthrax