Shadow Gallery is one of my favorite bands. Shame they haven't released anything in forever. I didn't discover them until maybe 2007 so I've only had the "new album coming out" experience once. Fun fact, the album (Digital Ghosts) came out the same day as Transatlantic's The Whirlwind - a phenomenon of that magnitude (albums by two of my favorite bands on same day) will likely never happen again.
Tyranny and Room V are hands down my favorite albums of theirs. Legacy is also great but when I revisit that it's mostly for First Light which is amazing. I've tried many times but never got into the S/T album. Carved in Stone is hit and miss for me, some great songs and some songs I never listen to. I thought Digital Ghosts was great (basically all the songs).
Top 5 SG songs for me: First Light, Rain, Digital Ghost, Ghost of a Chance, The Andromeda Strain (hard to choose just 5...)