There are a few other threads on this topic that offer up some excellent ideas that you might want to check out. Bands / artists that I find have excellent recordings are: Tool, Dream Theater, Tori Amos, Pink Floyd, Days of the New, Cowboy Junkies, Creed.
There aren't a lot of great live recordings (lots of great performances recorded live, but not live recordings). If you ever listen to hard rock or just want a live recording to show off your system, the new Nine Inch Nails "And All That Could Have Been" is ASTOUNDING. Probably not something to sit through all at once, but it's incredibly well recorded. I haven't heard it, but Trent Reznor's "The Fragile" is also supposed to be superb. -Kirk