I'm mostly a fan of the early Wax Trax stuff, although Sexplosion has grown on me. I don't care for anything after 13 Above the Night.
On another note, I've been rediscovering Einsturzende Neubauten lately, after some 25-30 years. They're not nearly as dissonant and difficult as I recalled. The post-80's stuff is less interesting, but there's still some good work there.