Helloween - Metal Jukebox is pretty cool. They did a great job of capturing the original sound of each tune, and the flavor of Helloween hints through just enough to make it likable but still their own.
Anthrax - Anthems is another. I'n not real keen on some of the singing, but their version of Journey's "Keep On Runnin" is outstanding. Strongest vocals of the whole set anyway. The album is a bit short, and from what I've read it's more of a band-aid between albums. Not bad though.