Liquid Tension Experiment. Pure prog awesomeness
I definitely agree.

If you enjoyed LTE, you might also enjoy The Black Mages. They play prog rock versions of Final Fantasy songs.
As for instrumentals, it depends on what your tastes are. If you're interested in instrumental electric guitar, you can check out John 5, Joe Satriani, Paul Gilbert or
John Petrucci (one of my personal favorites).
If cello is more your style, you can check out Apocalyptica. They started covering Metallica songs, but they've created some spectacular songs, both heavy and soft. Eicca Toppinen, one of the band members, also made the instrumental cello soundtrack for the movie Black Ice.
For the piano lovers here, Nobuo Uematsu, Aki Kuroda and Seiji Honda have created the Final Fantasy piano soundtrack for the past few versions of the franchise (Nobuo Uematsu is also one of the members of The Black Mages). There's also a korean piano player, Yiruma, that has great instrumental piano albums (Destiny Of Love, From The Yellow Room).
Yann Tiersen has awesome instrumental albums, like the soundtracks for Amelie and Good Bye Lenin!. His album Tabarly is also great.
Game soundtracks are also great for instrumental songs. If you're looking for creepy music, the Dante's Inferno soundtrack is great, and (to a lesser extent) American McGee's Alice.
For electronic instrumentals, check out Masseratti 2Lts or The Crystal Method.