Plenty of good ones above. I'd go with The Ace of spades by motorhead though. Or possibly we will rock you by Queen.

Master of Puppets – love it

samuri – esp live killers version of we will rock you

Aye, I've got that one somewhere, time to dig it out I think.

My coat, why thank you sir…

slimtubing, not sure if i'd say 'sober' was an anthem but that's certainly one of the greatest music videos ever produced.

Queen – we will rock you (fast – live killers)

The Last Baron – Mastodon
For ****'s Sake – The Almighty
Birth To The Earth – The Atomic Bitchwax
Spacelord – Monster Magnet
Lucifer Rising – Candlemass
Time of the Goblins – Wall Of Sleep
Escape Pod – White Witch Canyon
I Love The Lamp – The Lamp Of Thoth

Not strictly rock, more metal, but I love it!!! 😈

As the OP asked for ANTHEMS, I would have to say that a great deal of the suggestions are not anthemic.

But I would have to suggest AC/DCs Let There Be Rock.

This would have to be mine…

Creedence CR – Fortunate Son

Ooh, too many to choose from, but how about:

Therapy? – Screamager
System of a Down – Sugar
Alkaline Trio – Private Eye
Anthrax – Only
Faith No More – Epic
Rammstein – Sonne
Skunk Anansie – Weak
Machine Head – Davidian
Sepultura – Slave New World

The Doors – Riders on the Storm
Steppenwolf – Born to be Wild
The Cult – Peace Dog

My Generation – The Who

not one mention of Led Zep – Kashmir

acknowledged by the band in question as their finest track ever.

Skunk Anansie – Weak is a classic.

Back to the poodle-permed days of yore: Thunder – Love Walked In

An unfortunate choice perhaps, but a favourite of mine.

http://www.youtube.com/watch?v=uMVnEGcMsFs&feature=related

goes on a bit, but its well worth it just gets better and better

Phantom of the opera-Iron Maiden (or the Daley Thompson Lucozade advert for us oldies)

Fuel- Metallica

Let there be rock
Walk this way – Aerosmith
Born in the USA – Springsteen
Sunshine of Your Love – Cream
Ziggy Stardust – Bowie
Smoke on the Water – Deep Purple
Layla – Derek & the Dominoes
Money for Nothing – Dire – Straits
All Right Now – Free
Bad to the Bone – George Thorogood
Rocky Mountain Way – Joe Walsh
Black Dog – Led Zep
Freebird – Lynyrd Skynyrd
Bat Out of Hell – Meatloaf
Purple Rain -Prince
We Will Rock You – Queen
Start Me Up – Stones

Not necessarily my favorite songs/artists, but all fine 'anthemic' numbers