Good topic! In chronological order:
Guns 'N' Roses - The first band I ever really cared about. I had a few tapes and records before them, but once I got "Appetite For Destruction," I was fully into music for life.
Metallica - Got into them shortly after G'N'R, they wound up being the first band I ever saw live and they blew me away. I had never heard something so powerful in my life.
The Circle Jerks - At the same time that I was discovering metal, I spent a large amount of time digging through my dad's old punk records. The Jerks were the band that really grabbed me first, I just loved the speed and humor of it all.
Morbid Angel - The first death metal band I ever heard. I was already into stuff like Pantera and Sepultura, and didn't think it could get any heavier. I was wrong. I was actually almost scared of these dudes at first. Seeing them live on the "Covenant" tour was one of the most terrifyingly awesome experiences of my life.
Logical Nonsense - The first band that taught me that punk rock could be really heavy. Their "Dead Time" album was the first thing I ever heard that took punk aggression to a new, almost metal, level.
Neurosis - The first band that was more than just a band, they were an experience. A band that couldn't be fully appreciated without fully immersing yourself into every aspect of it, both sonically and visually.
Avail - I had never had a true emotional connection to a band before Avail. There were always bands whose lyrics I related to big time, like Black Flag, but Avail seemed to be speaking directly to me and for me. My favorite band of all time.
Brutal Truth - I had always been looking for that one band that would truly bridge the gap between punk and death metal. Brutal Truth was it. I was really into the heavier side of punk, but I saw Brutal Truth at a death metal show and was floored by how much energy they had. That was when I truly fell in love with grindcore.
Dystopia - I've always been a fairly miserable person, and to put it simply, this band was the musical embodiment of misery. Everything, the riffs, the drumming, the lyrics, the vocal delivery, it all just seemed hopeless. I band I really related to then, and still do to this day.
Iron Maiden - I was a latecomer to Maiden. When I was a kid first getting into music was around the time that they put out some of their weaker albums and split with Bruce, so I was never really exposed to their greatness until years later. In a way, they kind of got me back into metal again, after years of mostly listening to punk and only the most brutal death metal. Also, Steve Harris changed the way I play bass.