I highly recommend the band Symphony X. Their new album Paradise Lost is progressive metal with high energy and is quite heavy (for prog). Their other albums are also some of the best I've ever heard.
Live At The Fillmore. They don't change it around too much live (which is actually quite an achievement to make everything sound like the album), but when they do it's awesome. I prefer the live version of The Canyon Behind Her and Yahatze/90 Hour Sleep. They also do a couple of new tracks which are awesome. The way they do The Ornament is alone worth the price of the album.
I might recommend a Russian band (that sings in Finnish) called Kauan. They play dark, mid tempo melodic, atmospheric black metal, and they do it better than most.