My all time favorite genre is probably thrash. I like it best when the bands have matured somewhat. So while I like the debut albums of bands such as Testament, Megadeth, Metallica etc I prefer the later stuff. I recently got into the retro-thrash trend as well. I never liked the neo-thrash/death-thrash genre though.
Some of my fav bands from the genre include Exodus, Coroner, Kreator, Bonded by Blood and Anthrax. I would also like to include Machine Head even though they have taen things a step further and cant really be considered a pure thrash band.
Its just the way thash can have a little bit of everything. Slower chugging songs, fast songs, harsh vocals, clean vocals, melodies etc.
My second favorite genre is probably death metal. I prefer it in the vein of Morbid Angel, Akercocke and Anata and not stuff like Cannibal Corpse (which I find to be boring most of the time).