Megadeth since, I dunno, early 90's, 1994/5 is when I can probably remember furthest back (I was like 4 when my step dad turned up and I thought his music was cool). That's the most consistent one I've followed, though a lot of it was helped by my step dad liking them and bringing new albums home.
Metallica and Slayer about the same, though I did kind of drop off from following them years ago.
Otherwise probably Deadlock since around 2008, Mors Principium Est around 2007, Nightwish around 2000 or Children of Bodom around 2000. Took a guess based on what their newest album was when I started listening to them, they're the bands I've always heard the newest album from.