Nothing manages to summon as huge amount of emotions as The downward spiral by nin does..but then again..if it came to the burning house scenario...I might grab AFD before it. AFD has more emotional value.....
These are my choices, too.
AFD is my all-time favourite album, the best of my favourite band. I bought it from one of my buddies' friend, who bought it in Italy (I live in Hungary). He didn't like the music (he was a Depeche Mode fan), and I only had Lies (during the communism/socialism it was impossible to get a record which were made by a band of 'the declining and hostile Western civlization' and in the late 80s it was still very hard to buy the records. Albums were released years after, or they didn't even release it in Hungary.
So I tried to buy AFD, but I was unable to find it. Finally, I got it in 1989!
And The Downward Spiral... The most emotional and sincere album of all time.