I'm a kid of the 80's and 90's so I have to go with Appetite for Destruction by Guns 'n Roses. That album was full of hits.
Eh? Ya' what? You think they are depressing? Have you even heard Bedouin Soundclash, Eric Johnson, Wagner or Puccini?
Muse can be happy, as can A Perfect Circle if you listen to them. REM can be a bit both too, but ... so what? I like a mix. Always happy gets dull, as does always miserable.
REM can be depressing as hell. Pink Floyd can be great. Is it just A Perfect Circle and Tool? Because, dude, listen to them.
Then listen to someone you've not heard before. I recommend Bedouin Soundclash. If you think those guys are depressing, then I'll know you are just trying to wind me up.
The Stone Roses, The Stone Roses. Perfect, jangling, psychedelic guitar pop with soaring, ethereal harmonies. An unprecedented debut album.
Oh, alright then. I'll contribute some more. Pink Floyd Wish You Were Here Pink Floyd Dark Side of the Moon The Beatles Revolver The Beatles Abbey Road The Beach Boys Pet Sounds Bob Dylan Blonde on Blonde Bob Dylan Blood on the Tracks Nirvana Nevermind Oasis Definitely Maybe All great albums but I'm going to stop now or I'll be here all day.
It's funny, because even though I can see the thematic importance of listening to Springsteen as 'albums' rather than individual songs, I still rarely do. He's definitely my favourite musician, but I think I find the thematic unity of the albums a bit overwhelming. Like, I love lots of songs from both Nebraska and The River, but listening to either album as a whole is too intense. I like to mix them up a bit. So my favourite 'album' would probably be my home-made Springsteen playlist. I pull songs from most of his older albums (and Ghost of Tom Joad - damn, THAT's an intense album to listen to straight through) and I'm happy!
There are some artists I like, but not enough to buy many of their individual albums. I just pick up "best of" collections from people like that. Some of these are among my favorites: Decade - Neil Young Weird Scenes Inside the Gold Mine - The Doors A couple of Beatles compilations Some more non-compilation favorites: Road Apples - The Tragically Hip Astral Weeks - Van Morrison Moondance - Van Morrison Gumbo - Dr. John The Trinity Sessions - The Cowboy Junkies The Unforgettable Fire - U2 The Joshua Tree - U2