My first DT album release since I had become a fan was actually the re-release of Live in Tokyo/Once in a Livetime. I wasn't as knowledgeable about the internet then, but I must've bought that DVD within a few weeks or so of it coming out, because it was in the summer of 2004. I watched it pretty often. At that time, the only albums I had were Awake, Images and Words and Train of Thought, and I just remember being totally blown away by what seemed like a really, really rich discography of music I had and hadn't already heard. I also watched it with the commentary tracks, so I learned a lot of things about the band that way. I really think that it's that DVD collection that made me fall in love with the band, because shortly after I just knew I had to buy Scenes and LSFNY. I didn't get L@B when it came out later, because of all the complaints people had about the sound not working properly. And because the setlist was full of songs I hadn't heard yet.
My first legit studio album was Octavarium, which I'm sure I bought a day or so within the day it came out. I had heard nothing of the album before hand, so I was pleasantly surprised. But, at that time, I was discovering bands like Nightwish and Blind Guardian for the first time. I was reading the Silmarillion again, I had just met my first girlfriend, and was busy working a really lame 1pm-9:30pm shift at Staples. So I don't even remember my reaction, other than liking it and then not really paying a whole lot of attention to it until much later.