Anecdotally, I've noticed some metal lovers getting into the deeper, darker side of classical. A few you should try are:
Beethoven's 7th
The Planets, Holst
Carmina Burana, Orff
Requiem, Mozart
Night on Bald Mountain, Mussorgsky
Firebird Suite, Stravinsky
Toccata and Fugue in D Minor, Bach
I think you'll relate to those and they hold up quite well to repeat listening. Once you hit it off with those, you'll be able to dig deeper into classical. Classical is a wonderful genre to get into. There's a few centuries of material and it radically changes over the years. It's hard to believe that Bach gets put into the same genre as Steve Reich.
By the way, read the history of Carmina Burana. One of the coolest backstories ever. And if there's a performance, go see it. One of the best shows I've ever seen was a performance in Portland some years back. The chorus was painted to look like skulls on shelves behind the set. There were people in hooded black robes carrying lit torches around the theater. And much else. Completely, utterly awesome and it brought the house down. The most badass classical performance I've seen. Only thing I've seen compete is the 1812 Overture (Tchaiskovsky) performed with actual cannons (it calls for them) and fireworks.
As for jazz, give a listen to Miles Davis and Dave Brubeck. "Kind of Blue" and "Time Out" (respectively) have been the gateway drugs for many jazz lovers. They sink hooks you can only deal with by listening to more jazz. If you want to push some boundaries, try Eric Dolphy and Sun Ra.
For a few contemporary recommendations, check out Wilco's "Yankee Hotel Foxtrot." There's some pop, but also some serious experimentation. You'll find Wilco pushing the envelope between where noise stops and music begins. Also give a listen to the more obscure "Dusk at Cubist Castle," by the Olivia Tremor Control. There's some sunny, psychedelic pop interlaced with art noise, then a gradual descent into art noise, followed by a return to a darker rock sensibility. Layered with references and returning themes, it is one of the more complex rock albums out there. If it grabs you, try their more inaccessible but more rewarding "Black Foliage." Black Foliage doesn't really reveal itself until you listen to it a number of times and you begin to discover how it relates back to Dusk at Cubist Castle. Not terribly well-known, but deeply loved by those who do.
If you want to go farther afield, try Ali Farka Toure. He played a fusion of traditional Malinese music and delta blues. At once familiar and totally exotic. After a few listens, you'll sing along in Malinese without understanding a word. Just wonderful music, give Toure a try. You might also want to listen to Jay Farrar's "Sebastopol." After coming from a background in alt.country and country rock, Jay goes experimental here. Though a fan of all his work, this took a few listens to register. But once it did, Sebastopol crawled into my subconscious. Finally, try Willie Nelson's "Red Headed Stranger." It's been called the Dark Side of the Moon of country music - and it is a concept album. While straightforward and accessible, it's one of the genre's finest albums. Don't be afraid of country - it's the most underrated genre around. If you like it, try something like Bob Wills and the Texas Playboys, where country fuses a bit with jazz.
I hope you check some of these out. They've given me hours of enjoyment and years of repeat listens. It'd be great if they did the same for you.
