I could take up a couple of pages with this, but I'll narrow it down to my faves (and only artists I own multiple albums from):
Al DiMeola
Anekdotan
Anglagard
Ani DiFranco
Astor Piazolla
Banco del Mutuo Soccorso
Blind Guardian
Blue Oyster Cult
Camel
Caravan
Clutch
Dar Williams
Devil Doll
Devin Townsend
Dream Theater
Echolyn
Emerson, Lake & Palmer
Fairport Convention
Fates Warning
Finisterre
Flower Kings
Focus
Frank Zappa
Genesis (before Phil Collins started singing)
Gentle Giant
Glass Hammer (so sue me)
Gong
Grey Eye Glances
Gryphon
Happy Rhodes
Happy The Man
Hatfield and the North
Henry Cow
Iron Maiden
Iva Bittova
Jade Warrior
Jethro Tull
John Coltrane
Joni Mitchell
Kansas (and Proto-Kaw)
Kate Bush
King Crimson
King's X
Laconda Delle Fate (okay, so they only have one album, but it's THAT good)
Le Orme
Magma
Magna Carta
Mahavishnu Orchestra
Marillion
Miles Davis
Minimum Vital
Miranda Sex Garden
National Health
Opeth
Pain of Salvation
Paula Cole
Phish
Pink Floyd
Porcupine Tree
Premiata Forneria Marconi
Present
Press Play on Tape (hah)
Queensryche
Quidam (the Polish one, though the French one is pretty good too)
Reniassance
Return to Forever
Rush
Samla Mammas Manna
Schicke Fuhrs Frohling
Shylock
Sisters of Mercy
Soft Machine
Solaris
Spock's Beard
Steeleye Span
Supersister
Supertramp
The Mission
Therion
Triana
Univers Zero
Van der Graaf Generator
Yes
Geeze, I've still missed out so many... and heaps of groups I only have one album from. Oh well, it'll do.