I've always thought House of the Blue Light was a fantastic follow up to PS for the Purp boys, mostly for Spanish Archer though, but there's some great hard hitting tracks all over it. The opener Bad Attitude, Hard Lovin Woman, Strangeways, Mitzi Dupree... Blackmore's work on it is some of his best imo.
https://www.youtube.com/watch?v=0ys43F1ogm4
As for Megadeth, they've always seemed like an afterthought to me. Never been a fan.