I guess I went more the same way you did, starting with Slipknot, In Flames and Rammstein. I also discovered a lot of music through stickdeath.com (which has sadly shut down now), like Static X, System of a Down, The Union Underground, Disturbed and Rob Zombie.
Later I discovered bands like Killswitch Engage, Blind Guardian, Soilwork, Chimaira, Rage Against the Machine, Metalica and Nightwish.
Now I find myself listening to bands like Opeth, Dream Theater, Avenged Sevenfold, Bullet for my Valentine and My Chemical Romance (don't hate me). Those last few might not technically be metal, and are mostly associated with teens. But before you judge MCR you should give The Black Parade (the whole album) a good listen. It's not very heavy, but it's so good I'm not ashamed to admit I like My Chemical Romance :p
I do have to say that my preferences are prone to change, and during a six month period I've usually been through everything I have.
Ooh, and I almost forgot one band I've been listening to almost non stop for the last month or so:
I love these guys! And I can hardly believe they're coming to little insignificant Trondheim in little more than a week! Though to be fair they are Swedish, which are our good neighbours, and Trondheim is the third biggest city in Norway (at a whooping 180.000 citizens). I'm practically giddy with anticipation!