Progressive music rules. It is complex, individual, and doesn't always follow the same radio-friendly pop formula: verse-chorus-verse-chorus-bridge-chorus. The worst thing about prog is that a lot of times the CD's never come out in America and you have to shell out the bucks for Imports, and it's always difficult to see these bands in concert.

marillion
Marillion
My favorite prog band would have to be Marillion. Their music fits any mood that I am ever in. I love them when they were fronted by the Scottsman Fish, and in their current incarnation, with front-man Steve Hogarth.
Best of show: Fish era: Misplaced Childhood - brilliant concept album with not a bad track to be found.
Hagarth era: Brave - perhaps the best story-concept album I have ever heard. Beautiful.
Afraid of Sunlight Another great ablum, gorgeous lyrics and music. Standout tracks include Gazpacho and Out of This World.

Kevin Gilbert
A brilliant musician who sadly is no longer with us due to accidental death. Check out his two solo albums: Thud and his magnificent concept album The Shaming of the True . Also check out his work with the Toy Matinee in the self-titled album.

Spock's Beard
Spock's Beard are another new prog band. They kick ass with a hard rocking edge.
Best of show: Wow, that's a tough one. Their debut album The Light is a prog masterpiece (and a bonus for the overabundance of the word "fuck" during one point in a song) which is comprised of several lenthy songs. My personal favorite is Day For Night which is made up of many shorter songs and one twenty-plus minute masterpiece. Also, the 2000 release, Vis excellent as well. Just an all-around awesome band. I love their drummer Nick D'Virgilo, seconded only by Mike Portnoy. Other great prog bands I listen to:

Dream Theater

Yes

(early) Genesis

Jethro Tull

Radiohead

Porcupine Tree

Fish

Echolyn

The Flower Kings

Gentle Giant

Pink Floyd
The Floyd kick ass. My favorite album is either Animals or The Final Cut (which nobody likes for some reason...)
Update (01/23/02): Ok, I have no idea why I thought The Final Cut was a great album at the time I wrote this. It's alright. I listened to it today, and wished that it would end sooner than it did. So I'm not really sure why I thought it was my favorite album then. I'd probably rank 5 albums ahead of it. I must have been smokin the crack that day.)
Arena

Camel

VDGG