2112 is my favorite. It was the first one I'd heard, and it kicked my butt. I was 16 and learned it all just to impress my friends!
I saw them 3 times in the late '70s/early '80s, when they were young(er) and hungry(er). The first time blew me away, and they just got better after that.
I lost interest - don't get me wrong, I still like them - when Alex found the whammy bar. He had/has such a massive vibrato IN HIS LEFT HAND (listen to 'Twilight Zone') that the stupid whammy just messed everything up. The synths didn't do much for me either, but hey, we still have the first 4 or 5 discs, right?
Awesome - AWESOME - live act. If you haven't seen them (even if you're not a big fan), you gotta check them out. It should be mandatory.