Miles Davis - Kind of Blue
I second this, to get the seconding rolling. This album is essential to every music collection ever.
My recommendations will be fairly all over the place, and none of them are prog, but they're all great music, I wouldn't recommend them if I didn't think there was a chance you might dig them, and hopefully, someone will back me up on some of them.
Gustav Holst's Planets Suite - Not an absolute favourite, but I've always thought this would be a great entry-level classical piece. Seven "songs", none of them too long or daunting, with great variety between them.
Listen to: Jupiter, the Bringer of Jollity
A disc with at least one of, but preferably both of,
Rachmaninoff's 2nd and 3rd Pianoconcertos (I'd hope someone else can recommend a specific edition) - I hate to give him such a tag, but Rachmaninoff seems to be the go-to classical artist for metal fans. His music is extremely dense, dark and stormy stuff, for the most part, and when it's not, it's achingly beautiful, and it's frequently both at the same time. Plus he plays a fucking mean piano.
Listen to: The second movement of the second concerto (Adagio sostenuto)
Van Morrison - Astral Weeks - one of my dearest albums, and one that seems to get really badly overlooked in general. Sits somewhere between folk, rock, and jazz, much of it written in a bizarre, semi-improvised, stream-of-consciousness style.
Listen to: Cyprus Avenue.
Grateful Dead - Live/Dead - Simultaneously spaced out and incendiary early rock, with occasional strong blues influence. Your experience of rock as a genre isn't complete until you've heard this album. In the year and a quarter since I heard it, I've amassed almost three days worth of this band's music, and I'm just getting started.
Listen to: Dark Star
Shakti - A Handful of Beauty - this album (and the Shakti project in general) has John McLaughlin, an awesome jazz guitarist, experimenting with Indian classical. Great acoustic guitar, insane violin, great tabla, combining in well-crafted, amazing songs.
Listen to: Lady L.
Charles Mingus - The Black Saint and the Sinner Lady - Ever since hearing this album, almost every jazz album sounds a little bit worse because it's not this album. That says it all.
Listen to: Track A – Solo Dancer: Stop! Look! And Listen, Sinner Jim Whitney!
Kimbra - Vows - Because Kimbra.
Listen to: One Way Street