Albums you feel like an asshole for not having.

Killing Is My Business...And Business Is Good destroys all of the rest of Megadeth's discography.
 
It doesn't go without saying that everyone who likes metal likes Led Zeppelin. I mean, there are even metalheads who like nothing but black metal (though my taste isn't that narrow). A metalhead not liking Zeppelin is not all that shocking. I just can't get into stuff like Zeppelin, AC DC, Van Halen, etc. Led Zeppelin albums aren't essential for a metalhead's collection.
 
'70s AC/DC (with Bon Scott singing) was a bit more raw and menacing than the more well-known Brian Johnson period. I tend to listen to those older albums more (although there seems to be a wide range of songwriting quality on any AC/DC album).

If you haven't heard any of them, I recommend hearing the songs "Kicked in the Teeth", "Beating Around the Bush", "Night Prowler" and "Riff Raff". They're pretty asskicking stuff.
 
Metallica - Kill 'Em All
Black Sabbath - Black Sabbath <-this is totally lol as I like doom metal alot, but I want my Sabbath on vinyl and the s/t can get pretty expensive. Atleast I've got 8 other Sabbath albums. :|