Acid jazz, cool jazz and avant-garde mainly.
I love miles davis, his early cool jazz records were great and his late 60's experimental jazz was amazin', charles mingus is great too, and john coltrane has been growing on me lately, and I'm sure you're familiar with them. As far as acid jazz go I'm a huge jamiroquai fan, their first 2 albums are fantastic acid jazz records definitely give them a spin.
Shoegaze: Try Slowdive-Souvlaki, and for a more experimental sound, My Bloody Valentine - Loveless.
I'm still exploring the Industrial rock/metal genre but thus far I've enjoyed Pretty Hate Machine by Nine Inch Nails and Skinny Puppy's Bites (Who are a big influence on NIN PHM album, that's why I checked it out).