Anything by yoko kanno is great, bebop, gunsmith cats, macross plus, and escaflowne just to name a few.
For more esoteric tastes, try the soundrtracks to .hack, izcer one, and rahxephon.
For pure jpop- go get the ost's to naruto and full metal alchemist. The pillows from flcl are a good jpop rock band too, with more of a punk feal.
For more melow and orchesrtral sounds, get any of the stuio ghibli soundtracks. Some great classical music snuck in there, but be warned there is some really bad 80's techno in the nausica soundtrack.
The voice actresss Megumi Hayashibara also has alot of albums out, mostly anime themes from the various series she's been in and a few anime covers from other series, but some good original stuff too.