I truly feel that no band has come close to achieving what they have in their 20+ years of existence.
Managing to seamlessly blend together: Black Metal, Death Metal, Progressive Metal, Progressive Rock, Hard rock, Folk music, and even Jazz is nothing short of amazing.
The albums to get are: Blackwater Park and Ghost Reveries.
Although the latest album (Watershed) is really good too.
Their older albums (Orchid, Morningrise, My Arms Your Hearse, Still Life) are awesome, but are more centered around the styles of Black Metal and Death Metal.
Oh! And Deliverance and Damnation are great as well!
You know what? Just get all their albums.