I'm assuming if you are a metalhead you have listened to and enjoyed Opeth. Those guys went from death metal to prog death metal to straight up prog, so I think the most helpful suggestions would be from the guys who really influenced Opeth. And if you haven't listened to Opeth, they are the perfect place to start to get a taste for prog. Ghost Reveries is probably the first thing you need.
If, however, you have already gone through all that, then here's a couple albums to get you going:
Camel - Mirage
King Crimson - Red
Rush - A Farewell to Kings (I was about to agree with the 2112 rec up top but as far as accessibility while still being balls deep in their prog phase, this is the place to start)
If you want something more contemporary, you can't go wrong with
The Mars Volta - Deloused in the Comatorium
Porcupine Tree - Fear of a Blank Planet
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