Dave Mustaine and David Ellefson (Megadeth), Blackie Lawless (WASP), Michaele Graves (Misfits), Rich Ward (Fozzy, Stuck Mojo), Alice Cooper, Bobby Ellsworth (Overkill), Nicko McBrain (Iron Maiden). All of the above are either admitted conservatives, or have expressed sympathy for Republicans. Blitz from Overkill absolutely eviscerates liberals in an interview.
Bruce Dickinson (Iron Maiden) and Jon Schaffer (Iced Earth) could also be included as conservatives in the metal world. Dickinson has been active in the British Conservative Party at one time or another. James Hetfield (Metallica) also some conservative leanings (pro-gun/hunter, supportive of the troops). His bandmates, however, are huge leftists.