Wow, that's a difficult question. Some of my favorites include: The Night and The Silent Water, The Moor, Demon Of The Fall, Credence, Karma, Under The Weeping Moon, Black Rose Immortal, Forest Of October, Serenity Painted Death, Face Of Melinda, April Ethereal, To Bid You Farewell, Reverie/Harlequin Forest, and a lot more.
I've never seen them live, sadly. I do own the Lamentations DVD though. I would like to buy the Royal Albert Hall and The Roundhouse Tapes DVDs though. I have seen the Roundhouse DVD though, my brother has it. He is a huge Opeth fan and is who got me into them.