Arsis (Or, why Joey Jordison isn't that hot a drummer)
Borknagar
Christian Death
At least one of the Current 93 albums. I'd have to check the track listings, but In Menstrual Night should be pretty good (well, it will include 'Happy Birthday Pigface Christus', one of my favourite Current 93 songs) If you're looking to start listening to Current though, I'd recommend maybe a live album (Cats Drunk on Copper is great), but if you're fleshing out, go for whatever. But Current 93 are the shit.
Dissection - Storm of the Light's Bane is an almost indispensible classic.
I was going to suggest Jaktens Tid over Nattfodd if you were new to Finntroll, but on reflection, Nattfodd does rather slay. Get it.
In Gowan Ring
Kayo Dot/Maudlin of the Well (don't get both, one or the other. I'd personally say the Kayo Dot, but up to you ultimately)
The Moon Lay Hidden Beneath a Cloud (good man!)
One of the Nurse With Wounds at least.
Tubular Bells. A Wonderful album. Get vinyl.
Satyricon (early Satyricon is the win)
Sol Invictus - The Blade (Not my first choice, but the best of the two there. Have you got 'Death of the West'? If not, get it)
SOPOR AETERNUS AND THE ENSEMBLE OF SHADOWS!!! (A wonderful album. Have you got both faces of Dead Lovers Sarabande though? (do they even come seperately?). If not, get that.)
Type O Negative (One! Two! Three! Four! I don't wanna live no more!)
Wagner. If you can get the whole thing. Vinyl please.