Pink Floyd are an intimidating band. Their discography is simply enormous and some of their most well known works are very difficult to get in to.
The best way to get into them is, obviously, the Dark Side of the Moon, listening to the whole thing in order. By the end of The Great Gig in the Sky you should know whether Floyd might be for you.
Probably one of the best bands ever in my book, yet I only have just over half of their albums.
I don't think you can get anything more rewarding and arty than The Wall, which is my favourite album of all time.