My earliest metal bands that I listened to were bands like Spineshank, Thrice, Slipknot, and Puddle of Mudd (not really metal, but you get the picture).
Then, I decided to dig deeper and got into more heavier stuff like Killswitch Engage, Shadows Fall, Between the Buried and Me, and latter-day In Flames.
This next part was very crucial to expanding my knowledge. This was when I began to invest in metal compilations to open myself up to new bands. This turned out to be very good because I discovered bands that would become my favorites, such as Dark Tranquillity, Heaven Shall Burn, etc.
Following this was just as, if not more important, the next part which I'd like to consider the "Limewire" Age. At the time, I frequented Blabbermouth a lot, and checked out a lot of bands based on reviews, or how cool their artwork looked, or how people generally felt about them. This was how I discovered Communic, Celtic Frost, Kataklysm, older In Flames, Nevermore, and other bands. I also expanded my collection on bands I already listened to.
Finally, I pretty much spammed the money I had on going to amazon and purchasing a shitload of CDs of the Limewire Age bands, expanding my metal collection even further.
After that, I discovered the power of iTunes when I got my first iPod, and began to lurk around Metal Archives and Ultimate Metal to find bands that I would get interested in. This gave way to bands like Agalloch and Dismember and expanding my collection of bands I already listened to by collecting older material (such as Behemoth's earlier Black Metal stuff, thanks to Limewire). Best Buy also helped because they had a decent collection of metal music within their pop/rock isle.
Then, recently, I decided to get get myself into doom metal. The first ever Doom CD I listened to was Celtic Frost's Monotheist, but when I really began to look for Doom material, I started out with Cathedral's "Forest of Equilibrium," and then moved on to bands like Solitude Aeternus and My Dying Bride. Then, I discovered Funeral, and boy what an experience that was. I eventually began to weave my Doom Metal of choice, bands like Saturnus, old-Anathema and dISEMBOWELMENT lead me to favor Doom/Death and Funeral Doom as my Doom of choice, but I always consider exceptions, such as Mael Mordha and the aforementioned Solitude Aeternus.
So, in short, good gateway bands are bands like Shadows Fall, Killswitch Engage, Later-In Flames and lots of Metal Compilations