Started like pretty much everyone else did: listening to their parent's music. I was mostly exposed to Led Zeppelin, Beatles, and Fleetwood Mac.
The first band I obsessed over was Rush after finding "Chronicles" tucked away in the CD tower back in 6th-7th grade. I still think the world of them to this day. Next came Smashing Pumpkins, Tool, and Metallica at around the same time in 10th grade. I rode the wave of Seattle hard rock radio until leaving the state for job reasons.
I accidently discovered mp3s of Cradle of Filth on my roommate's computer, thought they had some hook to it, but the vox were mostly crap. *LOL* Introduced to Dream Theater, Symphony X and Blind Guardian about 2.5 years ago. Went on a early prog kick 1.5 years ago with Yes, Genesis, and ELP.
I discovered Blackwater Park at a used CD store in Greenville, NC a little over a year ago. The soft part of "Leper Affinity" hooked me for good. I now own every album except My Arms... which I DL'ed and plan to own eventually. Opeth is about the hardest band I can get into right now due to their quality riff and songwriting. Plus, learning to play their songs have really improved my own riff-writing skills.
I've left dozens of bands and solo artists out, including Queen, Tori Amos, Bjork, Looters, Talking Heads, Nightwish, and Dead Milkmen, to name a few. I listen to little "nu-metal", but I think Mudvayne have potential to be really good over the next few years IF they keep their nose to the grindstone.
That's most of my musical story.