Anything originally released on vinyl, as that was their intended venue. The Beatles, Zeppelin, Miles, and Allman Brothers in particular.

My personal preference is that all electronic music (or quasi-electronic) sounds better on vinyl, as it adds a physical aspect to a sound that's often too clean digitally. Favorites in this category:

Amon Tobin's "Bricolage" and "Foley Room"
Sigur Ros
Radiohead's "Kid A" and "Ok Computer"

And: The Faint's "Danse Macabre" sounds amazing on vinyl.