Clutching the Straws is amazing and my favorite Marillion. Misplaced Childhood and Seasons End follow pretty closely.
As for the rest of Fish era - I might prefer Fugazi to Script too, although the latter's title track is classic.
I have a soft spot for Holidays in Eden, no matter how "commercial" it was trying to sound. Some of the melodies are just fantastic in there. Brave and Afraid of Sunlight are great too. Then things get a little shaky for me, in Marillion-land

This Strange Engine has very good moments alongside questionable ones (LOVE Man of a Thousand Faces, though), and I was very disappointed when Radiation came out. As a result, I didn't pay attention for a little while (although, in retrospect, Anoraknophobia is a good one). Marbles I enjoyed, but not as much as I thought I would, given the reactions at the time...
...and after that, it's again a bit of a blur. Of the last few albums, I haven't heard Happiness, Less is More and FEAR, and I wasn't terribly impressed with Somewhere Else and Sounds That Can't Be Made.