The Beatles - Abbey Road. I was doing a weekend program at Juilliard and a music theory teacher played some pieces of this. "Because" was the first time any non-classical music had really grabbed my attention. Within the next year I'd bought a whole bunch of their albums.
Third Eye Blind - s/t. The first CD I bought with my own money, because two friends of mine listened to it a lot. It still holds up reasonably well IMO.
The Who - Tommy. I think the first non-Beatles classic rock album I heard, and one that was very "classical" in a lot of ways. It probably led me indirectly to a lot of prog rock, but I won't hold that against it.
The Kinks - Greatest Hits (Rhino) - I can't remember whether I heard this before or after Arthur, but either way they soon became my favorite band.
Fairport Convention - Liege and Lief. I got into this because I girl I liked said it was one of her favorite albums. It soon became one of my favorites.
Bjork - Post. One of the first modern artists I really paid attention to. I feel like I spent a couple months doing nothing but driving around with a girl listening to "Possibly Maybe".
Radiohead - OK Computer. The first time I felt confident that I knew more about music than other well-informed fans, cause this sucked. Not the first time I wasted money on a full-priced critically acclaimed CD I ended up not liking at all (that would probably be Quadrophenia), but it definitely made me more discerning. Also, I think this was the last thing I ever bought at a Sam Goody.
Sparks - Lil' Beethoven. I first heard this played live at a free concert in Central Park, and it blew my mind.
The Shangri-Las - The Best of the Shangri-Las. Probably helped eventually get me into straight-up pop music, though that would take a few more years.
Belle & Sebastian - Dear Catastrophe Waitress. Same with the pop thing, because this was so clearly better than their prior stuff. I think this might have been the first time I bought an album shortly after release, by virtue of hearing them play a lot of it live a few months earlier.