Several:
Jesus and Mary Chain "Upside Down/Vegetable Man" 7". First band from the underground that I got into. Pre-Psychocandy. Bought the record because it looked cool, those squeals and noises coming off the platter (you could hear it quite well with the stereo off), were amazing.
Butthole Surfers "Psychic, Powerless...Another Man's Sac". First band I ever found on my own. No one I knew had ever heard of them, I had never seen a review of their records, but one was for sale in the imports section at Kemp Mill Records. This record was uniquely crazy, no information about the band, where they were from, nothing. This opened the whole indie label thing for me. From then on I was buying SST and Touch & Go records almost exclusively.
The Orb "Live 93". I was against techno and electronic music in general until I bought this album based on a positive review in Option Magazine. This album is great, funny parts, good hooks, great songs. From then on, electronic music was legit in my book.
And from the deep past..."Purple People Eater" and "Snoopy Vs. The Red Baron". These were records that I played on my little Pinnochio record player as a kid. Got me interested in music young.