Megadeth on the other hand is a distinct possibility. They've been in GTA before (Vice City featured "Peace Sells (But Who's Buying?)". And GTA has had bands back for multiple games, too. Heart was featured in GTA: SA and GTA4. Rod Stewart was also featured in GTA:SA and the GTA4 expansions.
XBL Gamertag: JWRebholz
PSN ID: jwrebholz
...No, I'm not very creative when it comes to this sort of thing.