My Bloody Valentine - M B V
It keeps cropping up in this thread, and rightly so. I think it took everyone by surprise: Kevin Shields basically posted "here ya go," on Facebook one day, and all of a sudden those two decades of waiting were over. I listened to it a few times and thought, "it's no Loveless but it's really darned good!"
Kalafina - Consolation
I doubt anyone on here is familiar with them, but their new record is their most enjoyable so far. Easily on par with their debut 'Seventh Heaven', which I loved from the first listen.
2012 was a great year - I really enjoyed the new MONO album, and Caspian's 'Waking Season' was stellar. I was going to add 'Embrace' by the Boom Boom Satellites to this list, but it came out at the end of last year (I only got around to ordering my copy last month).
It's still early days; I've not even picked up a copy of the new Depeche Mode album and I'm going to see them live next week! I think there's a new 65DaysOfStatic album currently in the mixing stage too, so I think that'll be out later this year. What I've heard of the new Alice in Chains has been very good. I expect both of them to be on this list of mine too soonish.