Megadeth absolutely rocks. Risk was their worst album they released. It was too commercial and simply just crap. But Rust In Peace, Peace Sells but Who's Buying?, So Far, So Good, So What and Killing Is My Business were all masterpieces, though Countdown To Extinction and Youthanasia were also great. Their releases after that were still quite good, yet nothing compared to their earlier work. They certainly made a excellent comeback with The System Had Failed. The only entirely bad album was Risk in my opinion.
Dave Mustaine is a great guitarist, great song writer... although his vocals aren't the greatest. Though still, the man remains a genius.