The first 'proper' metal concert I went to was Megadeth, March 1991 at the Apollo in Manchester. They were supported by The Almighty and a just-breaking Alice in Chains. Great night. I was 17. They had what many consider to their finest line up, Dave Mustaine, David Ellefson, Marty Friedman, and the late Nick Menza.
That lineup would last - by Megadeth's standards - a long time. from 1990 to 1999, before finally changing in what were metal's post-grunge post-black album lean years.
There's a video on YouTube of a soundcheck where 'Five Magics' from Rust in Peace is played. I don't know the date or the location, it isn't provided, but it's likely sometime '90 or '91.
There's some interesting details. As The camera moves around the microphone captures acoustic bleed-through from the drums and monitors, so you hear what the band hears on stage. You can clearly hear Friedman's guitar amp switch channels between lead and rhythm, and the drums gain more volume as the camera nears the PA.
Menza's drumming is spectacular. As someone in the YouTube comments observes:
"I love that Nick is playing like if the stadium was already full with people haha"
That was Menza. He was flamboyant and fun, and had that holy triad of power, timing, and virtuosity. Such a shame he was not able to rejoin Megadeth before his untimely passing. I've seen Megadeth three times, and it was always this lineup. For that I'm grateful.