Big 4 is mostly moneymaking trademark and of coure there are better bands out there then are in Big 4, but I think they represent the genre pretty well in terms of style.
Anthrax are more heavy/speed/power metal oriented, they really don't take themself seriously, they got this kinda punky style or vibe, and yeah, they are below average thrash band, but i quite like them. Also Benante is quite a good drummer I think, definitely underrated by some. I also like the lyrics - King's novels, comic books, they don't write about common thrash metal subjects.
Megadeth point out to prog and thrash direction and no, they aren't overrated, I think their latter relases put a bad light on them, but everything up to Countdown is good, while Peace Sells and RIP are great.
Slayer might be considered as a Death Metal influence, both musically and lyrically, and they are the most thrashy of all if you look at all their output.
Metallica, well we all know Metallica, they are Thrash Metal, they fucked up, but every band has to evolve, they chose direction that pissed fans, but everything prior to black album is the definition of Thrash.
What I wanted to say is that these bands have history, laid basics and are great entry bands - based on which one of them you like, they may point you to more specific thrash style/subgenre. You may not like them but you can't take away any credit off them.