As amazing as they are in the studio, they are so much more amazing live. If you haven't seen them, do yourself a big favor and check them out next time they come near you.
As far as my favorite albums, I would have to say Hemispheres, A Farewell to Kings and Permanent Waves are my favorites, but they all are awesome.
MegaMoose - you really can't go wrong with any Rush album. But if I had to hand out advice to someone who only has 2112 I would say stick to the pre-Signals albums for now (there are 7 more). Kings. Yeah - get Kings. Then Hemispheres, Permanent Waves and Moving Pictures. Oh, don't forget Exit, Stage Left. Then get the pre-2112 stuff.
Welcome to the club...