I chose the 1995-2002 era. I discovered the band with Twilight in Olympus, and V almost instantly became my favourite SX album when I first heard it. Both of those albums are still very close to my heart, as well as (to a lesser extent) Damnation Game and TDWOT. I was a bit disappointed with Odyssey, mostly because a) I absolutely hated the guitar heavy mix that practically buried the keyboards in most of the songs, as I loved the symphonic mix of V, and b) song writing wise, I felt it was something of a regression back to the style of Divine Wings, and I had wanted the band to continue to develop the more grand, suite-oriented style of V. With that said, I still love the album, it has some of SX's best songs and overall, it is still on par with the the quality of the other SX albums from that era.
As for PL and Iconoclast; I love both of those albums, but they simply lack that special something that V and Twilight had. I don't really think it is the heaviness of the recent records, and the only consistent trend in SX's history has been to get heavier and that has never bothered me before. Rather, I think it is their conscious decision to move away from a symphonic-driven style to a more straight forward metal base.