Man, I haven't listened to an entire album since the 90s. Let's just say I got in on the MP3 thing way freakin' early.
Lesse.. hard to remember back then... uh... no particular order here... but I remember most listening to...
Tool - Aenima
Lords of Acid - Our Little Secret
I share Azurephoneix's conundrum with Metallica albums... but call me a poser, the Black Album is my favorite.
Sir Mix-A-Lot - Mack Daddy. I bought it only for "Baby Got Back" but I listened to the whole thing over and over.
Dave is right about The Wall.
Rammstein - Sehnsucht
Marilyn Manson - Antichrist Superstar
Ha ha ha... oh man... remember Korn? Damn I listened to a lot of Korn back then.
The Dead Milkmen - Beelzebubba
And if you ever find yourself on a long road trip and need some eclectic entertainment, I recommend Wammo - Faster Than the Speed of Suck.
Anyway, like I said... I haven't really bothered with an actual album since 1998 or so... just grabbing top hits as MP3s and making my own playlists.