Duncans aren't bad - many metal guitarists use them. I have no personal experience with them, but if you like the sound, there's no reason to switch IMO.
If you're considering EMG:
I agree w. Xeno that the 81 and the 85 are the nicest EMG models - I've been using those for years now. There are a few things you should be aware of if you switch to EMG's though:
If you have a guitar with two humbuckers, you might want to get two EMG's while you're at it - especially if you're one of those that actually use the neck pickup. The reason is that EMG's usually mate very poorly with passive mikes of other brands. If you never use the neck pickup ever, you can just do what I do: Get one EMG for the bridge position and disconnect the neck pickup from the rest of the wiring, so you don't get any weird interference.
Next funny thing: According to my experience, a guitar with one EMG is usually louder (and will cause more distortion) than one with two EMG's. The reason for this is probably the power source: Your guitar will be powered by a 9 volt battery, regardless of how many mikes you have. Even though the mikes probably have internal voltage regulation, I still think that a one-pickup axe sounds "hotter" than one with two. I've had sound techs staring at my guitar saying "This thing is DAMN loud! What have you done to it?!?" =)
The EMG 81 is the loudest of the EMG humbuckers (according to the EMG charts at least), and is generally regarded as the "lead" pickup. I actually like the EMG 85 "rhythm" pickup better - it has a warmer sound like Xeno said, and is not quite as loud as the 81, which gives it a more "guitary" sound. This is purely personal opinion, but I love an 85 in the bridge position.
For a while I had an EMG 58, which was a custom version of the 81 I think. It sounded warmer, much like an 85, but with all the output of the 81. I've been trying to get hold of another one of these, but they're impossible to find now.
Hmm, well...now that I've spoken about how great EMG's are, I still think that if you like your Duncans, by all means keep 'em. One option for trying out pickups is playing other people's guitars through your own rig. Of course you can't make your guitar sound exactly like theirs by just switching pickups, but at least you'll get a feel for how loud the pickups are and the general tone characteristics.
Other than that, I must say that I like the stock Jackson pickups a lot! Again, an EMG is louder and with more bottom end, but I think the Jacksons are perfectly adecuate for heavy metal playing in general.
