Wish You Were Here is an easy favorite.
First two by Mars Volta --
Deloused in the Comatorium / Frances the Mute. I don't claim to understand what their concepts are, but they seem legit. See
this article for a track-by-track review of
Frances that's actually worth reading.
Frank Zappa -
Joe's Garage. A brilliant response to the age which brought us The Who's
Tommy bullshit and an absurdly funny filler for the 70s before everyone got all serious.
Everlast -
Whitey Ford Sings the Blues. Yes, really.
The Flaming Lips -
Yoshimi Battles the Pink Robots. Don't really care for whatever ideas that hippy is peddling, more of an emotionally atmospheric piece.
Tool -
Ænima. Their peak as far as I'm concerned. A few songs that really get under your skin, a few angry denouncements, topped off with a properly psychedelic meandering outro.
Deltron 3030 -
Deltron 3030. I love scifi hiphop when it's done this well.
of Montreal - Really almost any album, provided I'm in the right mood. I think they're all semi-focused concept albums but as with Mars Volta it's kind of tough to tell.
Melvins -
Hostile Ambient Takeover. For all of their theatric apathy they really do push themselves with this album.
Gorillaz -
Demon Days. Doesn't have quite the poppy playfulness of their first album though it is more cohesive than any of their other works.
Mastodon -
Crack the Skye. Fun little metal ditty.
µ-Ziq -
µ-Ziq vs the Auteurs. A drum'n'bass DJ takes apart an album he despises and manages to salvage it with a lightheartedly cheesy remix.
Nine Inch Nails -
The Downward Spiral. Couldn't be a teen in the 90s without liking that album. Even when Reznor's dysthymic hyperbole falls flat I can still enjoy the bravery of its intent.
The KLF -
Chill Out. An ambient mix-session focusing on a trip through rural southern US as imagined by two Brits working the comedown tent at a rave.
Muse -
Black Holes and Revelations. I have a soft spot for over the top grandeur in music. The world's ending for vocalist Matthew Bellamy in every other song.
Roger Waters -
Amused to Death. A more mature version of Muse's indignation at the state of the world. Roger Waters sounds weary, cynical and aged.
Nick Cave -
No More Shall We Part. Kind of a turning point for Cave, a spiritual album that is neither shallow nor abashed.
Tom Waits -
Small Change. The culmination of his 70s hard-drinking lowbrow persona, just as the carnival barker influence began to creep in. The songs are on the corny side and the ballads are a little too bare to be literary. Still it's a solid concept album at an interesting point of his maturation.
Alabama 3 -
Exile on Coldharbour Lane. Really a brave piece of dance music. This time the Brits are borrowing American Christian revivalist tropes, more country than gospel. Oh, and it has that one song from The Sopranos.