I have always liked rock that is slightly out of the mainstream.
Mike Oldfield: Tubular Bells
Part 1, Part 2, and Part 3 are all on YouTube. This stuff is tremendous and I love watching them perform it live. This is my favorite sort of video. It's not a studio recording, but it's also not an arena. I feel like they are performing for themselves, and really getting into it.
Emerson, Lake, and Palmer: Endless Enigma I, Fugue, Endless Enigma II
Yes: Heart of the Sunrise
Is anybody making music like this now? That was not a rhetorical question. Please let me know who you think is (or was recently) making music like this and I will check them out.