For me Saxon has a lot of really mediocre uninteresting stuff and then a few gems buried here and there that I absolutely love. I also find that the newer albums have a style more to my taste, its somehow darker, heavier, more mature...their early stuff is really kind of cheesy 80's metal with a few good rockers but nothing much else. I feel like Saxon in their old age have become a bit more progressive and have edged closer to Iron Maiden, but thats just my opinion.
So here's my full list of most noteworthy albums (and songs from those albums) since I notice that most of you are talking about albums that got about one listen from me and were subsequently discarded:
1) Lionheart (2004): The title track, The Return, and Searching for Atlantis.
2) Killing Ground (2001): Court of the Crimson King, Dragons Lair, Shadows on the Wall. Court of the Crimson King has a real proggy feel to it, almost like another band wrote it. Shadows on the Wall has some of the best Saxon lyrics in my opinion and some real interesting compositional elements to it (e.g. when the music becomes loud and aggressive concurrently with the violence described in the lyrics, I love that kind of stuff, Haendel and contemporaries used that technique extensively).
3) The Inner Sanctum (2007): State of Grace, Red Star Falling, Atila the Hun. Red Star Falling is another song dealing with another fantastic topic, the fall of the Soviet Union. Atila the Hun is a straightforward epic, ala The Nomad or Alexander the Great.
4) Dogs of War (1995): title track, and The Great White Buffalo. The Great White Buffalo is another song with lyrics dealing with a sensitive topic...the Native Americans. The whole feel of the song evokes horses galloping on the plains, its incredibly catchy and yet very mature. I don't recall much of the rest of the album but those two tracks really sprung out at me.
Looking back on this list it strikes me that all of them are relatively recent, and several of my other favorite tracks (Battalions of Steel, Mists of Avalon) are off of even more recent albums. Its almost like Saxon reinvented themselves in the 2000's and discovered a heavier, more epic style that suits my taste better. I can see how starting from 1979 and going through the albums in chronological order would put you off this band pretty quickly though. I'm glad I started from 2009 and worked my way backwards instead

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