Just listening to Marillion's Misplaced Childhood for the first time in ages. As mentioned upthread, concept albums like this tend to hold together as a whole anyway. I liked it all 20 years ago, I still do.
Despite being a major prog-head back then, I never really 'got' Marillion - indeed, I almost remember getting into a fight with a mate at uni after describing them as a poor man's Rush. For me, they're a bit like Genesis - occasional moments of brilliance but a lot of stuff that I either can't get into or just plain don't like. Music's funny like that, innit?
Now, in keeping with the spirit of this thread, I'm going to nominate the original version of "Tubular Bells" - granted, it's only two tracks and yer average punter will only know of it from "The Omen"(?) but considering it was a genuinely solo effort, it's an amazing album.
Oh, and pretty much anything by Ozric Tentacles