My favorites include...
Black Sabbath - Warning (Aynsly Dunbar's Retalliation)
Metallica - Am I Evil (Diamond Head), Breadfan (Budgie), Sabbra Caddabra (Black Sabbath), Blitzkrieg (Blitzkrieg), The Small Hours (Holocaust), the Mercyful Fate medley, Astronomy (Blue Oyster Cult)
Rainbow - Still I'm Sad (The Yardbirds)
Cathedral - Solitude (Black Sabbath)
Candlemass - Black Sabbath Medley
Bruce Dickinson - The Zoo (Scorpions)
Shadows Fall - Welcome to the Machine (Pink Floyd)
Jimi Hendrix - Hey Joe (Billy Roberts), All Along the Watchtower (Bob Dillan)
Led Zeppelin - You Shook Me (Willie Dixon)
The Doors - Crawling King Snake (John Lee Hooker)
Yngwie Malmsteen & Ronnie James Dio - Dream On (Aerosmith)
Creed(!) - Riders on the Storm (The Doors)
Sepultura - Symptom of the Universe (Black Sabbath)
Corrosion of Conformity - Lord of This World (Black Sabbath)
Witchery - Fast As a Shark (Accept)
Slayer - Dissident Aggressor (Judas Priest)
Tony Iommi - Shakin' My Wings (Jethro Tull... original actually called 'To Cry You a Song')
Helloween - Locomotive Breath (Jethro Tull)
Fates Warning - Sign of the Southern Cross (Black Sabbath)
Pantera - Planet Caravan, Electric Funeral, Hole in the Sky (Black Sabbath)