It's Your Playing
If you play metal and you want a metal sounding drum kit, coated heads isn't the proper route. Use clear 2-plys (this is if we're talking about the toms and kick). I use Evans Genera G2s (go to their site), and play quite hard myself at times, and I could stay with the same heads for a year and have no breaking (OK maybe denting).
Coated sounds fatter and more dead, which is probably not what you should use if you're looking for the punch. They sound more retro. Someone on here said pinstripe or hydraulic, but those types are for a deader sound too.
The point I wanted to get to was maybe it's not the heads that need changing, but it's the way you're playing. A lot of drummers are too stubborn to admit it, but a lot of problems with their gear is because they are not using it correctly (breaking sticks frequently, cracking cymbals, denting china cymbal edges, breaking skins, etc). You may want to re-evaluate your mechanics of your playing. Don't raise your arms so high (you should be playing with your wrists anyways), etc. It may seem difficult to reconstruct the way you play because you've spent so much time building it, but in the long run its better on your wallet, your body, and most of all, your sound.
If you play hard like that all the time, you'll really screw your wrists and you won't be able keep doing the thing you love: playing.
Besides, there are proper techniques to get a louder sound out of each piece in your kit without actually damaging them.
Check out Mike Portnoy (Dream theatre), Vinnie Paul (Pantera), Nick Menza (Megadeth)...none of them bash their equipment, they play it...and quite well. They get crazy loud, fast, and obnoxious sounds from their kits and I bet they could keep using their gear for a whole tour without replacing it (if they weren't rich). Don't be disillusioned, even if you see a pro drummer play hard with his arms high in the air, he's not actually pushing all that force into the drum, it's just for show. How fun would a drummer be to watch if he didn't move his arms only moved his wrists? (Except for Buddy Rich and Gene Krupa).
Good luck