I'm a huge Dire Straits fan, and since I got my Grados I'm going back to them more and more to listen. I think they may be once of the most nuanced rock bands, and most of their albums are recorded amazingly well. I especially love their eponymous first album "Dire Straits,' but "Making Movies" is a lot of fun, too. Just wait till Knopfler breaks out the resonator!
"Ah-Um" by Charles Mingus is another favorite.