Anyway, I've always been an advocate of listening to albums as a whole, but it seems I'm not as .. strict as some people here.
I almost always start
Dance of Death from Rainmaker, because Wildest Dreams is one of the worst things they've put on a record, maybe ever and I don't want the album experience to be worse than it already is. Also, with that album, my fingers really itch to skip Gates and Frontier, but I usually don't.
With TNOTB I usually skip the whole album nowadays and put on Hallowed separately.
And that's about it, I usually listen to the rest as a whole. Might be the reason why I don't play some albums as often, though.
Oh, also
A waste to never listen to songs (or complete albums) by a favourite band.
Even a favourite band can release terrible stuff. I mean, I love the Allmen, but I won't be really bothering putting
Brothers of the Road on really often - which they themselves kinda disowned.
I deeply love Maiden, but if I never hear The Number of the Beast (the song) or Wildest Dreams (or even Charlotte the Harlot) in my life, I'm absolutely fine with that. A lot of Bob Dylan fanatics won't really be grooving to
Down in the Groove or
Under the Red Sky ... and for a good reason (and those two actually have some good songs, like all of his albums do, but I get that people skip them entirely).