Björk
An obvious choice of artist, but totally fitting. Every album's sound is based around a different theme, Medulla (the album the above song is from) was almost completely acapella (it has a few synths on a couple songs, but that's it). It's a brilliant, but often overlooked album from her discography.
Emerson, Lake & Palmer
An old, but great band. Their lyrics are some of the best, and they've got an interesting sound.
Falling Up
They released two new albums earlier this year. One of which, was a concept album that was based around a novel that they had written (that was released only as an audio novel at the same time of release as the other two albums).
Fates Warning
Fates Warning were Dream Theater, before Dream Theater existed. Blending many different genres with metal to create a refreshing sound for their time.
Palms
Palms are the instrumental musicians from Isis combined with Chino from Deftones. They wanted to stay away from the Isis image, so Palms is more of an ambient/post-rock sound than Isis.
Porcupine Tree
Anything with Steven Wilson should be on this list. That includes his solo project, Storm Corrosion (already listed), No-Man, Blackfield, Bass Communion, and others.
RJD2
RJD2 may not seem to be as "artsy" as the other bands on this list, but I included him because what sets him apart from other electronic musicians, is that all his music is made from custom built hardware synths.
Sigur Ros
If you want to get invested in decyphering the lyrics of this band, which are all in a made up language, have fun.
Symphony X
Blending neo-classical sounds with progressive metal, and writing epic poems of lyrics, Symphony X totally belong on this list.
Voivod
Voivod have a strange, but unique sound. Few bands have such a distinct sound that can still be fresh after 30 years.
"Giraffe is soft, Gorilla is hard." - Phaelax