Hi Safehomey,
I just saw them open for Symphony X this past Saturday and they kicked ass!!! I have all their albums and have heard some of their new stuff: it's killer! Joey Vera from Armored Saint plays bass and James Rivera (Helstar/Destiny's end) sings - the guy's one of the best voices in metal! I was completely stoked to see them and I also got to talk to them after the show, they're really nice guys too. Their energy live is awesome and their songs are killer - think Halford, Manowar, Fight, Dio, Ozzy with a touch of insane drumming...
I think they'd be perfect as opener's for Anthrax, especially since they're a New York band as well, they kick ass, and Anthrax have some ties to this band (Joey Vera & John Bush, James Rivera = Helstar = toured w/ Anthrax in the '80's)
SW are my favorite band right now, while I'm waiting for the US release of the WCFYA of course!
Peace!