I'll just post Coil suggestions, because you should just get everything by Neubauten, obviously.

Coil:

Musick to Play in the Dark Vols 1 + 2 (vol 2 being my particular favourite)
Horse Rotorvator
Live Four
presents Black Light District - A Thousand Lights in a Darkened Room
Stolen and Contaminsated Songs
All 4 of the seasonal EPs

Hmm, I really like Musick volume one, I really should look into the second. Been meaning to look for the seasonal EPs as well. Haven't looked into any of the side projects at all yet.

I enjoyed:

Scatology
Horse Rotorvator
Gold Is the Metal with the Broadest Shoulders
Unnatural History I, II, III
Astral Disaster

I meant the "Unnatural History" series




...and also would like to add the hard-to-find "Time Machines"