The past decade has seen some excellent releases, for me the highlights have been:
Akercocke -
Rape of the Bastard Nazarene (1999)
The Goat of Mendes (2001)
Choronzon (2003)
Words That Go Unspoken, Deeds That Go Undone (2005)
Antichrist (2007)
Opeth -
Still Life (1999)
Blackwater Park (2001)
Deliverance (2002)
Damnation (2003)
Ghost Reveries (2005)
Watershed (2008)
Mastodon -
Remission (2002)
Leviathan (2004)
Blood Mountain (2006)
Crack the Skye (2009)
Iron Maiden -
Brave New World (2000)
Dance of Death (2003)
A Matter of Life and Death (2006)
Tool -
Lateralus (2001)
10,000 Days (2006)
The Diablo Swing Orchestra -
The Butcher's Ballroom (2006)
Sing Along Songs for the Damned & Delirious (2009)
Muse -
Origin of Symmetry (2001)
Absolution (2003)
Black Holes and Revelations (2006)
The Resistance (2009)
The Mars Volta -
De-Loused in the Comatorium (2003)
Frances the Mute (2005)
Amputechture (2006)
The Bedlam in Goliath (2008)
Octahedron (2009)
Dark Tranquility -
Fiction (2007)
Slayer -
God Hates Us All (2001)
Deicide -
The Stench of Redemption (2006)