The Residents . . .hehe . . .
About as avant-garde as you can possibly be without being sent to a psycho ward - these guys make Zappa look like ABBA in comparison.
Example- no one knows who the actual members of the band are. Whenever they appear in photos, they are always disguised in tuxedos with giant eyeballs for heads.
[IMG]C:\goldengate.jpg[/IMG]
Very funny, very demented music (if it can even be called that). Most definitly not progressive, but nevertheless extremely worth your while.
If I had to recommend just one album, I personally would try Duck Stab/Buster and Glen. A good introduction to them.
Go to the "official unofficial" website
here.