Just looking at my Last.fm profile and the closest example I can see is
maybeshewill. Their debut album came out in May 2008, but they had an EP before that that I was listening to in February of that year. Though you can't really say I was with them from the 'beginning' as that EP came out in 2006. I've seen them live and also have one of their t-shirts though
They disbanded in 2015, but got back together and released a new album in 2021.
I was hooked on Linkin Park the first time I saw the One Step Closer video, which may have been before Hybrid Theory came out, but I was only a fan of their first 2 albums. A few others I can think of that I got in to pretty early and still listen to sometimes: Muse, System of a Down and Audioslave (though of course they were a supergroup and didn't last very long).
The only one I can think of where I had my foot in the door really early is with Bad Salad. Some of them had done the famous split-screen DT covers on Youtube and I was intrigued when they said they were writing their own album. I remember watching live streams of them discussing the songs, playing snippets of riffs etc. But they only released one album and an EP and seem to have given up.