I won't bother mentioning albums not listed by bands listed, but you've missed a few. Anways, here we go:
OVERKILL - Taking Over (Personal favourite) and Feel the Fire (Most heavy metal oriented album, second favourite)
Absolutely essential in a way few other bands I will list are, one of the best live bands I have ever seen. The CD version of Wrecking Everything Live would be another good palce to start since it has most mega hits. The DVD has even more, but also more filler so for a first try go for the compressed version. DD and Blitz will fuckin krieg you away and walk all over you, prepare to be E! Liminated! Deny the fucking cross.
Testament - The Legacy
Brim fucken smashed with mega hits as well, goes in the same folder as Kill 'em All, Bonded by Blood and Show No Mercy plus it holds one of the best vocal performances thrash-wise in my opinion since it's so varied, well-sung and well-fitting. Testament were never as good again, but they have more good albums.
Deströyer 666 - Terror Abraxas, Unchain the Wolves
Not quite thrash, but also not quite black- or death metal but you should love it.
OK gotta go now but more on this later, thrash in hell HUAH!
Also ask again when you're looking for more underground and less essential, still lots of gems to be found.