Evergrey is somewhat progressive.
Threshold is an awesome prog outfit, always ranked up there with the top acts. Hypothetical is awesome.
Pain of Salvation, of course and you can start with The Perfect Element. Don't get Be. It's not something you would want to break yourself into prog with. I personally find it to be an extraordinarily distant album, requiring the listener research and all this other crap. It is very distant from real music and has only about 35/78 minutes of music on it. Others find it to be great, but if you're yearning to listen to music, or need something to turn up, this is not the album. Was a waste of money for me.
I recently got into Zero Hour (they have a board here) and they are awesome. They are more on the prog side, but bring up the heaviness, though. I've seen in prog metal that most bands exercise some type of dynamic balance or ratio. This means that if a band goes more into the prg direction, they usually tune down the metal and if they turn up the metal, they tune down the prog. You can get their stuff from Amazon. I got my stuff from Looney Toons.
Ayreon, of course. Good stuff.
Here's the link for Looney Toons:
http://looneytunescds.com/
Their online service can get you most anything and their prices are great.