Hrm, Anthrax is considered because during the 80s they were about the third or fourth most popular thrash band. Exodus was obscure even for obscure thrash metal.
And despite the fact Dave Mustaine didnt approve I would put Pantera ahead of Slayer or Anthrax, even if they didnt start gaining popularity till after thrash had started declining.
Anyway, Thrash metal was OK. I remember being on the outer fringes of it during the time. If I had to make a choice of those 4, Ehh, Megadeth. They had the best overall balance between thrash, melody, non repetitiveness, and not selling out.
In my mind...
Metallica was always over hyped thanks in part to Lars double bass, and as they "evolved" they turned into something far beyond shittier all in the quest to appeal to a new demographic which failed. I mean seriously it took almost 20 years to produce a worthy followup to The black album, and even the black album wasnt their best work (though it was most popular)
Anthrax to me, always seemed like it was more punk oriented, and had the problem of being entirely too popular. So much so that it almost was like pop metal. Plus hooking up with public enemy to make your single most notable hit is pretty sad. Honestly music wise I do not think they started getting good until the Sound of white noise sessions, but others obviously disagree because fans hated it.
Slayer was for me personally a non entity. I had no interest in their music. I still to this day cannot name ANY slayer song. So I cannot speak for their quality, but only to the fact that I had no interest to listen to their offerings which automatically puts them at the bottom of the heap for me.
Anyway, for me, Thrash was always too popular and too passive. I wanted something much more aggressive both in offensive sound as well as in melodical challenge Such as Exodus, for aggressiveness, or Manowar for overall composition. Plus I was starting at the time they were getting big to get into other ends of metal such as the experimental sounds that Tool brought forth They had their place, but its a shame that place was rather limited to the section between 1985-1988 before they basically started fading out of relevance.