i think i've heard II and III back when i worked nights, the other guy used to play stuff like that. he has a really cool voice and those albums had some good songs on em !
I've heard only Black Aria II. And I must say its pretty.. err... atmospheric. When I'll be making my first movie, - I'll ask him to write music for it.
Which Danzig? uh depends on how you define rocking according to your tastes, BUT i suppose as others have pointed out III and IV are probably your best bet. He does have heavier stuff with 6, 7 & Circle of Snakes but probably not what you're looking for.