If you don't have it already, pick up Erasure's self-titled album from 1995. It's unlike anything they did before or since. Very experimental, darkly toned, and features a nice wailing performance from Diamanda Galas on the sprawling 10-minute "Rock Me Gently." All in all, it's far and away my favorite Erasure album.
PSB is pretty damn good, too -- you'd be hard pressed to find another pop record as perfect as Behaviour. You also have to respect a band who turns out a disco smash that soccer hooligans latch on to as an anthem ("Go West"). I really enjoyed their album Release but was moderately disappointed with the new one, Fundamental.
New Order had some brilliant moments, too. Everything's Gone Green, Age of Consent, the entire album Republic, etc., etc., etc.
Anybody ever pick up Electronic's albums with Bernard Sumner and Johnny Marr? They're last one, Twisted Tenderness, has some incredible songs... "Vivid" is pure genius.