Megadeth is harder than it sounds, big time.
I pretty much taught myself with the entire "British Steel" album, as mentioned before in this thread.
HBFL is a little more technically complex. Especially that pull-off.
Somewhat oddly, I give myself a "C" on "Delivering The Goods" which I consider the "next step up" from the British Steel/Point Of Entry material, despite being older.
I figured out what I could of that one about 10 years ago.
I LOVE the bends of the opening, and the way it kind of "grinds it's way" into the main riff.