I find their latest horribly pretentious. I think it's terrible, but other think it the next best thing since Tales From Topographic Oceans
Scenes From A Memory is my favourite, it is a tad overboard here and there, but IMO the music is fantastic. Awake is close in second actually, lots of edge in there. it does need some time, and it's not something I listen too all the time. lyrically and keyboard-wise head and shoulders above the other albums, and musically very powerfull (once you get the hang of it I guess). most people really like Image&Words, so I recommend checking that one. a bit too happy hair-band 80s feel to it, but that might just be me. great music overall tho. Falling Into Infinity was heavily influence by their record company, a terrible attempt at airplay. some overly cheesy pop songs and some of the worst lyrics I've ever heard, to the point of being physically painfull. there are two or three very good songs on there tho, but it's not a CD to just spin and enjoy start to finish. I'd say download Trail Of Tears and Peruvian Sky, perhaps Hells Kitchen, and leave the rest for what it is.
I never dared checking their first, When Dream And Day Unite, cause they had a different singer then, which most people think is nowhere near as good as the one they got now...and I think that one isn't too good to start with.
other band to check: Pain Of Salvation, albums: Remedy Lane or Perfect Element Pt1. not pretentious, but very complex, experimental, great singing. unusual band.