I lost interest in Yngwie pretty early on, his shtick wore then pretty quickly, but it's hard to overstate how tremendous Marching Out was in 1985. I don't think I could call it a game changer, as not many others followed what he was doing, but it had a sound and a feel that were very different from everything else we were hearing at the time. Part of it was no doubt tunings and whatnot, and Jeff Scott Soto was another huge part of it. Replacing JSS with Mark Boals was pretty much the end of him for me.
I saw him live a few years ago and it was just awful.