At first, it was weird to me, that something as aggressive as Megadeth could actually calm the mind or ease stress. But, for me, it actually does. You get in this aggressive speed metal, grit your teeth and jam music and after it's over (usually means I'm home, getting out of the car) you're calmer than you were before.
Again, I actually find more complicated prog to offer a deeper type of mental release. I've said this before, but 45 minutes into "Welcome back my friends" I feel like I need a drink and a cigarette. LOL It's so emotional! Emerson is a freakin GENIUS!