I am not sure about the heavy metal / classical music approach. There are many classical music that are very challenging by themselves, even more than some heavy metal songs (which usually are 'play the same note at light speed'). I've heard of an author whose name escapes me now that composed songs that weren't suposed to be played due to the sheer difficult of them.

My point is that you can't draw conclusions about two different people this way. If playing speed metal is a good mental exercise, then the only thing you can conclude about Dave Mustaine is that he's smarter now than when he started playing. You can't conclude that he's smarter than anyone else, no matter what activities they participate in. The classical musician very well may have started out at such a high IQ that no amount of mental exercise will allow Dave to catch up.