CD's I think are sort of representative of big changes that went on in music since I started paying attention (I think some of these have been mentioned already...if so, I second them!)

U2--Joshua Tree
The Pixies--Doolittle
Beck--Odelay (Mutations is better, though, imo)
Sleater-Kinney--Dig Me Out
Radiohead--Kid A

Bonus recs (because c'mon--five? That's inhuman.):

The Weakerthans
The Tragically Hip
Wilco
PJ Harvey
Elliot Smith
Rufus Wainwright
Ron Sexsmith
Sarah Harmer
Ted Leo and the Pharmacists
Any project featuring Will Oldham (Palace Brothers, Palace Music...he changed band names a lot)
Broken Social Scene
And Gentleman Reg! Because there are two of his songs on Wilby Wonderful! Eee! :)