Surely you're right, Kris, if by "album" you mean a group of songs that belong together in the space of a disc and add up to something greater than the sum of their parts, rather than a random collection of tracks that do not fit into a greater whole.
Before I rack my brain for albums, I'll tell you one that isn't (and I bring it up because I know you have this disc): Styx's Brave New World. I don't think I've ever encountered a more disjointed and random group of songs lacking in even the most fundamental cohesion. That's not to say they are bad songs--some are good. But damn.
Bowie's Heathen was a good collection. One might be tempted to call it an ablum because Bowie seemingly brings a new style and vision to everything he tries. Prog mainstays like Dream Theater and Spock's Beard and King's X and make a good concept album, but their regular offerings are often hit or miss on a song by song basis. I grow more impressed with Nightwish (I now have four CD's) with each new disc I listen to. I've come to think they are the cream of the Scandanavian Epic Metal crop.
Mars Volta, like most progressive music, took me five or six listens to appreciate, but now I am a bonafide fan. They've stripped a lot of pretense away and brought prog back to its bebop roots, while maintaining a dark, psycho-punk edge. Genreblendabulous!
But my favorite thing of the past month is Porcupine Tree's Deadwing. Though they've shied away from prog to alterna-rock, the Tree has produced, in my opinion, an album. It has a distinct beginning, middle, and end. And each of them rocks.
As for other actual albums, I'd say every about other Tull disc, Signals and Power Windows by Rush, and Californication by the Chili Peppers (lots of radio play, yes, but incredibly strong from start to finish... in the context of the entire disc I found myself appreciating overplayed songs like Scar Tissue a lot more).