Quoted from Leeb18509:No Nine Inch Nails yet? Pretty Hate Machine or The Downward Spiral, take your pick.
I'm disappointed that I have to quote a 5 year old post to get, what I feel, is the drfinitive answer. Downward Spiral is absolutely incredible.
I also find Sargeant Peppers, Dark Side of the Moon, The Wall and The Chronic to all be terrific from beginning to end.