Cradle of Filth-For Those Who Died (Not a strict cover, as it involves a duet between Dani Filth and Martin Walkyier, Sabbat's original vocalist, but damn is it awesome.)
Similiarly, though it amounts to heresy, Cradle of Filth-Hallowed Be Thy Name . Screaming works better as a vocal style for the song, and the production on the original hasn't aged well: CoF make it rock as hard as it should.
Entombed-The Ballad of Hollis Brown. Very few Dylan covers work. None as well as this.
Dimmu Borgir-Burn in Hell This cover is just cheeky and brilliant. You can tell everyone was having a shitload of fun doing it, and the way Shagrath clears his throat politely before screaming 'YOUR GONNA BURN IN HELL!' is simply inspired.
Johnny Cash-Hurt I simply don't like subdued music. The NIN version sounds like it's got a duvet over half of it. I no likey.
Due to my musical tastes, pretty much every decent metal cover of a soft rock or pop song will be liked by me more than the original. This includes Amorphis-Light My Fire, Graveworm-Losing My Religion and Overlord-Sound of the Underground, but disregards both Turisas' and Star One's attempts to cover 'Space Oddity'. Both are good, but neither tries to be different enough to be better.