Since no one has mentioned either, I'll throw my money in for Neal Morse and Roine Stolt/The Flower Kings.
Neal's solo albums (and Transatlantic as well), all beg to be listened to in one go, with a few exceptions. Neal's first two pre-SB-breakup albums not so much, but his Testimony albums, One, ?, and Sola Scriptura are all concepts, so they're so much better as wholes. Lifeline and Momentum, not so much.
Roine Stolt loves using and reusing themes throughout albums, and for that, listening to TFK's Stardust We Are, Unfold The Future, Flower Power, or Paradox Hotel all deem themselves worthy of straight-through spins.
-Marc.