i agree with all your points JB
while zero7 is a poppier outfit i do find that some of the later tracks and their instrumentals are just as good as some of the stuff on moon safari. even their album opener 'i have seen' pretty much directly lifts the bass line from air's 'la femme d'argent'
the virgin suicides is most definitely a good sleeping album and a very dark one at that, but it also has one of my favorite air tunes on it (dirty trip). i still haven't seen the movie but from everything i've heard and read about it, it's not a happy film.
as for concept albums your best bet is to start looking into old 70s prog rock. i'm no expert but i'm sure there are more than a few people here who can give you LOTS of recommendations from that style (i'm looking at you SEBA, PSYCHEDELIC SYD, REVEREND ROCK

)