Puppet Master was a good CD. I don't care enough to listen to anything else
You HAVE to check out Abigail and Them.
The former is easily the best metal album ever released, to me anyway.
Everything about it, is simply magnificent. The vocals, the music, the guitars, bass, drums, occasional synths, the storytelling, the atmosphere. Everything worked together wonderfully.
Not to mention, the outro for The Black Horsemen is one of the best leads I have ever heard.
Michael Denner is a very underrated, and brilliant guitarist. That's why I'd also recommend Fatal Portrait. The music was kind of unfocussed, and King was still experimenting with his falsetto, but Michael does about 85% of the leads, and all the rhythm guitars.
Here's audio from Dressed In White, although someone put it to a video of some anime, unfortunately (the big guy kind of looks like King though)
I would actually place The Puppetmaster on his top 3 albums though.
The only King album I would stay away from, is Abigail II. There were a few good songs, but for the most part, that album was just bad
Mercyful Fate is also one of my favorite bands. Melissa and DBTO are nothing short of masterpieces, as well as In The Shadows. But I don't dislike anything they have put out.
Who could possibly not love Satan's Fall?
Seeing Mercyful Fate live is one of the things I have to do before I die, or at least to see King Diamond do Satan's Fall.
Force Of Evil is also worth checking out.