Tool -- In particular the Undertow and Lateralus albums. In my opinion, Lateralus would have to be one of the best albums. Ever.
A Perfect Circle -- In particular the Mer de Noms & Thirteenth Step albums. eMotive was a bit dodgy.
Puscifer - Same front man as both of the above. Interesting debut album released just recently.
Deftones - White Pony (Not bad)
I've just recently started listening to Chevelle. They're not too bad for "nu-metal."
Nine Inch Nails, of course. Trent Reznor might be a whining little bugger, but he makes good music. Contrary to many other peoples opinions, I think the recently released Year Zero album was great. The Fragile is also a great album, as is With Teeth.
Someone else mentioned Apocalyptica. They're interesting and worth a listen.