Hard to pick just one and just as hard to pick one from each style i would think..
Being a Brit I naturally enough like English prog rock from the 70's. my picks from that would be
Genesis - Selling England By The Pound
King Crimson - Larks Tongues in Aspic
Van Der Graaf Generator - Still Life
From Jazz it has to be these three:-
Henry Threadgill - Carry the Day
Ornette Coleman - Science Fiction
David Murray Octet - Ming
Regards
Alan