Portishead - Dummy; once aptly described on a "best of the 90's" list as 'the musical sound of one heart breaking'.
Nick Cave - The Boatman's Call; finally picking this album up off of Ebay. I know several songs already, so it's already a favorite. It's arguably Nick's best work and much of it was inspired from his bad break-up with PJ Harvey a few years back.
Waterboys - 'This is the Sea' was a good choice too, as were many others previously mentioned.. now, if we started listing individual songs, this site would need a whole new server!
Somebody with too much time on their hands needs to compile all these suggestions to a printer-friendly list. Any volunteers?? :P