Marillion is one of my absolute favorite bands, and Fish is my favorite lyricist (or obscure Scottish poet, as he would have it).

Misplaced Childhood was definitely their best album, and it's the "easiest" to listen to. Hotel Hobbies is a bit of a downer with the intense focus on alcoholism, but still a pleasant listen for a rainy day. Fugazi, Market Square Heros, and the other mini-releases are a bit rougher both vocally and musically, but still have some uniquely awesome qualities. Fugazi and Emerald Lies are two of my favs from Fugazi, both lyrically and the grandeur of the sound (some might even say grandiosity). I also like some of the songs from Fish's solo albums too: my favorite is his first, "Vigil in a Wilderness of Mirrors", although it takes a few listens to get over missing the "marillion" sound.