:excluding Master Of Puppets:
A good tip for alternate picking I have found to be extremely helpful is to grip the pick close to the tip, and to hit the string lightly. Also, another thing, im not sure if its just me or what, but it seems easier when you use a more flexible pick. I can easily do it with my more flexible pick, while I cant seem to do it using my 2.0 mm picks.
We've been dancin' with Mr. Brownstone...