Most albums never really stayed with me out of a few plays as I'm a fussy bastard and just want to hear the tracks I like.

Those studio albums I can usually listen to without the itch of wanting to skip;

Dark Side of the Moon - Pink Floyd (though Money always jars a bit)
Trailer Park - Beth Orton
BRMC - Black Rebel Motorcycle Club
Hats - Blue Nile
Parklife - Blur
The biggest winners are the Cocteau Twins - I can listen to pretty much any album of theirs in its entireity.
Similar for the Cure between Seventeen Seconds and Wish.
Albumen - The Egg
Skying/Primary Colours - The Horrors
The Big Roar - Joy Formidable
Computer World - Kraftwerk
Split - Lush
Holy Bible - Manic Street Preachers
Attack of the Grey Lantern/Six - Mansun
Loveless - My Bloody Valentine
The Comforts of Madness/In Ribbons - Pale Saints
The Italian Flag - Prolapse
Foxbase Alpha - St Etienne
Takk - Sigur Ros
New Gold Dream/Sons & Sisters - Simple Minds
Just for a Day - Slowdive
Reading, Writing & Arithmatic - The Sundays