To me, the Duncan Custom is better for rhythm... has a nice growl to it with chords, but a little too high midrangey and shrill for leads. I found the natural lead EQ sounds Kirk Hammett-ish. JB is a better balance if you want something that truly does everything well. The '59 Bridge pickup sounds a little more low midrange (think "Sometimes She Cries" by Warrant and a lot of Poison). If you have a high gain amp and can sacrifice some gain without losing compression, the Screamin Demon is a great, defined and clean-sounding pickup for leads and clean work, and can get you by with chord work. There is no pickup that does it all... always a tradeoff. You'll need several guitars for several applications. The Distortion will get you a crunchy Ratt/Dokken sound (lots of gain and treble), but a little too hot to nail the Lynch lead sound. Once again, the JB can do all of these things to a degree without excelling in any of them.
But still: there are a zillion pickups out there. I am really impressed with Bare Knuckle. If you play with lots of bending and feel, I have to urge you to get away from active pickups. The X series from EMG are a little more flexible, but still sound and feel sterile to me. I can see having a guitar with EMG 81/85 for rhythm-heavy thrash work.
It helps to be handy with a soldering iron and experiment with different pickups. You'd be surprised how different they all sound and feel.
And the wood in your guitar will have a little bit of an effect on your tone... just not as much as the electronics. All you can do is experiment and determine what works for you.