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This is where Megadeth really got their shit together. This album manages to be both hyper-brutal at times, while some of the melodic leads rival Judas Priest and Iron Maiden, especially during the last song.
There are some pretty standard thrashers here: Wake Up Dead, and Devil's Island are two good examples. Both are nicely developed, and have some well-done riffs, much more so than the previous Deth album. The Conjuring is also in this vein.
Peace Sells is a pretty interesting song - it's a bass-driven midpaced headbanging number with only one overt time change, but it's still catchy as Hell. Black Friday and Bad Omen are both insanely fast thrashers - they're both only around 180bpm but have that quadruple-time (!) single note riff to drive the music along.
The two songs that must really be noted are My Last Words and Good Mourning - both show off the flashy guitar work that Dave Mustaine was capable of. Good Mourning is a nice little intro to Black Friday (I have this album on tape, so I'm not 100% sure where Good Mourning ends and Black Friday starts, but it's a really cool melodic build-up intro - I think it starts right after the fast solo over the first heavy riff, the really catchy 3 note one that is why we're noting Good Mourning).
My Last Words is the best song Megadeth has ever done, beating out Tornado of Souls by a small margin. It's similar to "Looking Down the Cross" in general, but the lead guitar work is absolutely incredible. It's more a speed metal song than an all-out thrasher - it would actually not be all that out of place on the Painkiller album! This thing is just complete fucking ownage - you!! You're next to die!!
There's one throwaway track - the cover of I Ain't Superstitious, but that's what skip buttons are for (unless you have it on tape, in which case you are forced to suffer.) Most people tend to remember this album for the insane brutality, but the lead guitar work must also be mentioned - the two together are what make this album so good.