Must have cd's for fans of of Neo-Classical Metal. I'll start it off. Others can add some more later.
1. Yngwie Malmsteen-Rising Force
2. Tony MacAlpine-Maximum Security
3. Vinnie Moore-Time Odyssey
4. Jason Becker-Perpetual Burn
5. Koyannisqatsy-From the Yearning (Order their cd by going to their myspace)
6. Alcatrazz-No Parole From Rock and Roll
7. Uli Jon Roth-Transcedental Sky Guitar
8. Cacophony-Speed Metal Symphony
9. Marty Friedman-Dragon's Kiss
10. Tony MacAlpine-Edge of Insanity
11. Vinnie Moore-Mind's Eye
12. Cacophony-Go Off!
13. Symphony X-Divine Wings of Tragedy
14. Stratovarius-Visions
15. Royal Hunt-Paradox

:o YNGWIE'S ENTIRE DISCOGRAPHY FROM FIRST TO LAST!
Yeah, I think every Yngwie album is essential


and for others (I'm to lazy to do a thorough list but here is some that have not been mentioned)

Impellitteri - Stand In Line

Impellitteri - Screaming Symphony

Racer X - Street Lethal

Racer X - Second Heat

Racer X - Technical Difficulties

that covers it - also - check out apocrypha "forgotten scrolls" cuz that guy is really cool.

also david chastain "movements thru time". its not only
neoclassical - its like a mix of yngwie and van halen and
jazz fusion with powerfull metal rythyms.

YES! I recently heard some David Chastain, he has some pretty tasty tunes, definitely more than just neo-classical in there too. It was very like 80s progressive rock.

Also Joey Tafolla - Out of the Sun
Scorpions - Taken By Force
Rainbow - Rising
Any others?

Apocrypha: The Eyes of Time

Andy James: In the Wake of Chaos

M.A.R.S: Project Driver