i cant believe nobody's mentioned Mellon Collie and the Infinite Sadness- i downloaded it last night (along with Siamese Dream) and i'm really getting into it! I really love grunge/alternative music from the '90s- it was a really fertile period for great indie rock albums (and some mainstream ones too)
Mellon Collie is a double album & that might scare some people, but it's a great listen if you have the time to take it all in. there's so much diversity on there; classical piano, thrash metal, grunge, electro, synthesizers etc. but it totally works as an album!