Fugazi - Fugazi

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then...
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Joy Division - Unknown Pleasures

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A rumbling melancholic bass leads over a gray landscape with cold simplistic guitar, simpler drums and tortured baritone vocals. This is one of the most influential albums of all time, not perfect by any means but it doesn't have to be to achieve its beauty. I would recommend this over Closer, even though there are a couple really great songs on that album (24 Hours in particular) this in it's entirety is much stronger.

If you liked this, also check out:
The Gault (Joy Division influenced Goth/Doom)

Swans - Swans are Dead

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At one time, Swans was notorious for live performances so intense that members of the audience would vomit. Though Swans have changed much since those days, they have only increased the musical intensity of their on stage performance and this live album proves it.

Bauhaus - Mask

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Lame artwork, but one of the best goth albums. A mix of piercing death rock and soaring pop melodies.

The Jesus and Mary Chain - Psycho Candy

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Distortion dripping, fuzzed out post-punk pop. Unfortunately subsequent releases get cleaned up and overproduced.