I don't own any of his stuff. I kinda need to.
Well, if you do, I would highly recommend checking out
Into the Electric Castle for starters. I would even recommend picking up the "original" Aryeon album (
The Final Experiment) as well for starters. If you really like what you are hearing, than definitely pick up all the rest of the Aryeon albums, as I think they all are really good. However, the album
Actual Fantasy is kinda the odd one out, though. If you do get that, make sure to get the "
Revisted" special edition, which can still be found.
As an aside, Arjen originally intended the album to be called "
Ayreon : The Final Experiment" as the actual title, but only his name as the artist. But everybody starting thinking 'Aryeon' was the artist/band, so Arjen pretty much stuck with it and released all those subsequent albums under the 'Aryeon' name.