Other than Jagged Little Pill which has already been mentioned, I quite like all of these:
Caro Emerald - The Shocking Miss Emerald
Regina Spektor - Far
Bat For Lashes - Two Suns
Ladyhawke - Ladyhawke
KT Tunstall - Eye To The Telescope
Sheryl Crow - The Globe Sessions
Madonna - Ray Of Light
Kaz...