I recently bought a Jackson Rhoads RX10D, with the Floyd Rose and Duncan Designed pickups, and I really want to upgrade the pickups. I play thrash metal, think Exodus, Megadeth, Kreator, and my own stuff. What pickups should I go with to get a face melting metal tone?

Those new EMG-JH's are really nice.
Treble>Epiphone Prophecy EX - MXR micro Amp - MXR Blue Box - MXR Fullbore - MXR Noise Clamp - Vox AD30VT
Bass>Ibanez BTB505 - MXR Blowtorch - MXR D.I. - Peavey MaxBass 700 - Peavey TVX410
Active is usually the preferred pickup for that genre(Emg's or Seymour Duncan Blackouts), but if you want to stay passive I can suggest Dimarizo - X2N's<b> Tone zone<n>, or D-activators package which are said to be great juts really sensitive.

I haven't had any experience with Seymour Duncan's higher quality pickups, but with a bit of research I'm sure you can find something.
If you've got the money, then why not look into some BKP's? Painkillers or Warpigs are pretty much as metal as it gets, and they send even most active pickups (including EMG's IMO) packing.

Guitars: Ibanez SV5470F, Ibanez Xpt700, Fender MIM Standard Stratocaster ('04-'05), Jackson Ps-2
Ashton AG200,
Amps: ENGL E530, Bugera 6262-212,
FX: TC Electronics G-major 2, Behringer EQ700, Morley Volume / Wah
Forgot about bareknuckles, they are pretty beastly pick-ups I haven't had the chance
to give them a go but it's undisputed that they are amazing the only downside being as Unforgiven said the price tag that comes with it.