Yeah Megadeth's best work was with Marty Friedman, definitely Rust In Peace... Hangar 18 is a fine example. If you like Marty Friedman you should check out Jason Becker (Perpetual Burn) on which he guest appears with a few solos... it's one of the best instrumental albums ever IMHO. Or even check out Cacophony where he played side by side with Jason Becker.
Back to Megadeth though, Mustaine is an incredible rhythm guitarist (his leads are good but not close to Friedman), I mean the guy could sing and play Polaris at the same time :eek: ... I saw thim in Dublin on the Rust in Peace tour many years ago.... absolutely amazing live, just like on the cd's, note for note perfect playing. Although, hats off to Chris Poland who is also an excellent guitarist, he added a distinct style to Peace Sells...