You never forget your first.
It recently occurred to me how, with bands and musicians that I've discovered in their mid-career and later, it's the first album of theirs I hear that remains my long-term favorite. No matter how great their other albums are, it's the first that stays with me. The most prominent examples are R.E.M.'s "Reckoning", Sebadoh's "Bakesale", Lou Reed's "New York", Dumptruck's "Positively", the Replacements' "Pleased to Meet Me", Hüsker Dü's "Flip Your Wig", Built to Spill's "There's Nothing Wrong With Love", and the Mekons' "Rock and Roll." There must be some sort of mental imprinting going on. At mid-career or later, despite there already being a broad body of work to experience, it's the first-heard one that really sticks. When I've been listening to a band from the very beginning (like the Vulgar Boatmen, Uncle Tupelo and Vehicle Flips), it's more understandable that I would glom onto that first album and love it to death, especially with the band not yet having a second album to distract my attention.
The only major exceptions to this first-heard rule are the Pogues ("Peace and Love" was the first, "If I Should Fall From Grace With God" is the favorite), the Feelies ("Only Life" the first, "The Good Earth" the favorite) and Pavement ("Crooked Rain, Crooked Rain" the first, "Slanted and Enchanted" the favorite). Obviously not a hard-and-fast rule, but there still seems to be something to it, at least for me.