I went with both LaRocque and Wead.
I know LaRocque is probably the obvious choice, since you can't help but recognize the genius of the guy whether it be with King Diamond, Death, as a producer, etc, but I honestly think he's better when he's pushed to the limit by the fellow guitarist -- in my case, Wead.
Some of the best trade off solos can be found on The Puppet Master. I love that damn album sooo much.
Also, notice the similarities between Wead and Marty Friedman? Same egyptian-like scales, same style of play, except Wead doesn't throw in those 'out-of-tune-to-in-tune' exotic bends that Friedman does (and Hendrix did).
I missed King Diamond's last tour, but I'll get his upcoming DVD. I'm not really into music DVDs, but I'll make an exception for this one.