Nu metal is like Korn or Limp Bizkit. Prog metal is Dream Theater, Tool, Porcupine Tree, etc. "Jazz metal" doesn't exist on wikipedia. I would have a harder time making it through a nu metal album over a death metal album. (I think anyway. I have no motivation to try.)
Black metal is the "worship Satan, burn churches" type of thing that goes on in Sweden. They wear a bunch of makeup and still sound pretty much exactly like death metal. Examples include Mayhem and Venom. Metalcore is death metal plus hardcore. The Devil Wears Prada and Killswitch Engage are examples of it.
I now regret typing all of this because all of these bands are basically terrible. Well, Porcupine Tree might be OK; I've never listened to them. I really don't like many metal bands outside of Melvins, Neurosis, Isis, and Sleep (weird that they all have an 's' in their name). I'm sure there are a few, I'm forgetting, but metal bands usually aren't very good.
There's a typo on your Soul Dressing review. At the very end the link is titled And Now!
Also, I just listened to Nick Cave's first Grinderman album and found it to be a blast.
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