Quincy brings up a very valid point, it was the concert DVDs of Porcupine Tree and Opeth that REALLY cemented both bands with me.
"Arriving Somewhere", filmed on the Deadwing tour was my real introduction to Porcupine Tree and it's a practically perfect performance. Anesthetize is equally as good and features the Fear Of A Blank Planet album performed in it's entirety.
"Lamentations" by Opeth I recommend just as highly, I actually watched the concert prior to listening to any studio recordings and was instantly hooked by them. The concert is split into two sets. Set One is the Damnation album (plus Harvest from Blackwater Park), all clean vocals and very melodic. Set Two dips into the heavier aspects of the band, including the definitive performance of the song "Deliverance".