As much as I love Ys and MUSHA Lords of Thunder gives me many concussions from headbanging because heavy metal will drive you mad.
If you count modern games then you can't get away from Transformers Devastation. It's not all metal, stage themes are calm electronic/rock stuff. but boss themes are really heavy. Some of them are pure headbanging material.
There's some heavy power chord stuff in the various Battle Arena Toshinden games although the overall soundtrack of each game is a pretty eclectic mix with lots of disco sounding songs:
If synth metal counts that would be Thunder Force V and the soundtrack for the ill-fated Thunder Force VI on Dreamcast and its re-arranged version for the ever so rubbish Broken Thunder on PC. WRT Lords of Thunder tough choice between the PCE and MEGACD sountrack, like both PCE version might be a little edgier. Edit: Almost forget Thunder Force IV, here is a nice remake of the intro: And Castlevania: