Kamelot is a great one:
The Albums with Roy as the singer tend to tell a story. Epica and Black Halo are essential the story of Goethe's Faust in music form. It's really cool... Here's a few good songs though (most are self explanatory):
Rob Zombie is always good for Heavy Metal (Not a favorite but good):
The Cult has some good classics:
And some extras:
(This one is about a Serial Killer)
Most of these songs are either self explanatory or don't really have a definite meaning... (At least to me)