I'd recommend you pick up the Bubblegum Crisis 2040 vocal collection As Sekiria. I like that one pretty well... I also like the BGC 2040 OST 1, but it has mixed reviews...
You'd probably like .hack//SIGN OSTs 1 and 2, Noir OSTs 1-3 (even if the anime sucked, the music rocks). I also enjoy the first Nazca OST. I'd also recommend the Final Fantasy Tactics OST and the Chrono Cross OST. Hell, you rarely go wrong with Squaresoft OSTs....
If you're into Jazz music, I'd say you'd have to buy the Cowboy Bebop OST 1, as well as the Ask DNA single from the movie. Crest of the Stars has some very good orchestral music, as well as Now and Then, Here and There.
If you can find them, the game OSTs from Soul Edge and Soul Calibur are very nice....