I recommend Dave's autobiography. It goes into great detail about their early years (not to mention the wealth of Megadeth history, too). Personally, I'm glad there's two bands, but I think it would be cool if James and Dave were able to get together to collaborate on a side project or something. I'd be interested to see what would come of something like that.
I need to read Mustaine's autobiography. He's a very interesting and controversial guy. My favorite part of Some Kind of Monster was when he was talking to Ulrich. I know Mustaine hated that part of the movie, but I think he came off quite intelligent in the scene. Although I understand why he would take issue with it, since it essentially portrays him as on the outside looking in, rather than being a more even portrayal of someone who thinks about what COULD have been but is satisfied with how things turned out.
I love reading that kind of stuff, especially as it pertains to the music industry. Probably because of these peoples' intensity and decisions being driven by their creative urges. I've read autobiographies/biographies on Springsteen, Dylan, the Rolling Stones, the Beatles (fascinating dynamics between Lennon and McCartney,) Jimi Hendrix, U2, Eminem, Metallica and NUMEROUS accounts on Guns n Roses. I was a huge fan of VH1's Behind The Music back in the day, as well. That was when I could stomach that station-I loved when VH1 and MTV used to educate its audience about the music industry. Now both stations are garbage.
I'd TOTALLY welcome a Metallica collaboration with Mustaine at this point in their careers. If I had to guess, I think it'd be a throwback to earlier stuff. And it would be damn good.