That's a difficult choice... I have a thousand of favourite albums, but these ones should be on my list... in no particular order.
The Beach Boys - Pet Sounds
Björk - Post
David Sylvian - Secrets of the beehive
Duran Duran - any of their first three albums
(I really can't pick just one)
Japan - Gentlemen take polaroids
Placebo - Without you I'm nothing
Suede - Dog man star
Delays - Faded seaside glamour ( It was just released on 2003 and I can say it's my favourite album in the past 5 years. I never get tired of it)
PJ Harvey - To bring you my love / Stories from the city Stories from the sea
Manic Street Preachers - This is my truth, tell me yours
or
The Smashing Pumpkins - Adore
and some spanish albums...
Zombies (not The Zombies ) - Extraños Juegos
Radio Futura - Veneno en la piel
Fangoria - Arquitectura efimera
Pauline en la playa - Termitas y otras cosas
Los Flechazos - Viviendo en la era pop