Having to consider the fact that I must like each and every song severely limits the albums. I can choose. Nearly every album has one song that I generally choose to not listen to, and more than one has some arbitrary track that serves no purpose.
So if I limit myself to those alone, I must concede that two albums are perfect:
A Virgin and A Whore, by Eternal Tears of Sorrow.
Celldweller, by Celldweller.
These are metal and industrial, respectively.
On second thought, Antonio Vivaldi's Four Seasons is a really, really good classical album.