Hah, yeah that's wrong. All it takes is a minute of watching Megadeth play Tornado of Souls with Marty, Al, Glen, and Chris to see who's better. When they're playing live at least, Marty plays the solo pretty much exactly as it is on the CD. The others, not so much. Megadeth's all time greatest solos are split between Marty and Chris Poland. The guys that came after have done some great work, but it's never been quite as good as what it was.
Metallica produced three good albums in their career that still hold up, and only two of the three are actually listenable. Justice cries out for a re-recording, but I honestly don't think they have the chops anymore to actually pull that off. Megadeth managed at least twice that many, and unlike Metallica, they can still play their old songs live without embarrassing themselves. Watching Kirk try to play the solo from One these days (which any of Megadeth's guitarists could do in their sleep) is just sad, and don't even get me started on the butchering that's going on here:
http://www.youtube.com/watch?v=EBPNebK53hU&feature=related
Peace Sells and Rust In Peace are two of the greatest thrash records of all time. Regardless of what you think of Youthanasia, or Cryptic Writings or Risk, nothing can take that away from them.
The Warchest set isn't really worth it. Just get the DVD however you want to get it.