MarillionAnoraknophobia
2001 (featuring 'This is the 21st Century')
Marbles
2004Porcupine TreeLightbulb Sun
2000In Absentia
2003The Mars VoltaDe-loused in the Comarorium
2003Frances the Mute
2005 (An album to melt the brain!)
YesMagnification
2001 (It doesn't mean you have to play all of it!
)
OceansizeEffloresce
2003KinoPicture
2005 (Featuring members of Marillion, Porcupine Tree, It Bites, Arena
http://www.kinomusic.com/)
King CrimsonThe Power to Believe
2003 (i think it was 2003, could be wrong)
RadioheadHail to the Thief
2003MewFrengers
2003ToolLateralus
2001 (Heavy, but still prog. They toured with King Crimson)
Here are some other artists to consider although I haven't heard all of them:
Fish
Muse
Dream Theater
Spocks Beard
Arena
Flower Kings
Neal Morse
The Pineapple Thief (personal fav of mine!)
IQ
Ozric Tentacles
Pallas
Amplifier
Anathema
Explosions In The Sky
Sigur Ros
Riverside
Also go to the links page on this site, some of which are an excellent resource for finding prog bands old and new.