My list:
1. V: the Mythology Suite
2. Twilight in Olympus
3. Divine Wings of Tragedy
4. The Odyssey
5. Paradise Lost
6. The Iconoclast
I have heard The Damnation Game, but not enough to put it on this list. I'm guessing it will probably settle above The Odyssey for me when it does end up on the list, though. And yes, for me, Twilight in Olympus outranks Divine Wings. There are three reasons for that: Pharaoh, Eyes of Medusa, and The Witching Hour. While I don't dislike those songs, I don't like them either, and they drag the album down. Twilight in Olympus, while shorter, holds my attention all the way through. That said, the high points of Divine Wings (The Accolade, Divine Wings, Candlelight Fantasia) do outrank the high points of Twilight (Smoke and Mirrors, Church of the Machine, Through the Looking Glass), so it's almost a tough call--but not quite.
I don't get the hype about The Odyssey, but maybe I just need to listen to it more. I like the title track, Accolade II, and that's about it.
I wouldn't call Paradise Lost and Iconoclast bad albums, but the symphonic elements feel underplayed and Allen doesn't use his voice to its full potential. This isn't what I listen to Symphony X for. If other people enjoy it, fine, but I can't imagine how they're better than V in any universe. Also, this might seem inconsequential, but the art on Iconoclast reminds me of something out of an Xbox game designed to appeal to the dudebro demographic, and it affects how I perceive the music. By no means am I claiming that this is anything other than my subjective perception.