See the thing with King Crimson is they have a real hard time throwing together a whole album without some shit filler song. Their best album is probably Red, but it's got that gay long ass song 'Providence' or something that I find just kills the entire flow of the album. Other than that, it's pretty sick. 'One More Red Nightmare', 'Red', and 'Fallen Angel' all kill it. In the Court of the Crimson King is probably the best place to start though, it really gives a flavour as to what the band is about, despite the second and fourth songs both being shitty (I can't remember what they're called). After those two, the rest of their 70's shit is all worth getting; In the Wake of the Poseidon and Starless and Bible Black are my favourites after the other two (actually I like Poseidon more than ITCOTCK but whatever). After the 70's Robert Fripp kind of completely lost his fucking mind and killed King Crimson. He did some trilogy of albums in the 80's, the only one of which I have is Discipline (which I've also heard is the only one worth having) and I don't care much for it. Then the 90's he did some project ConstruKCtion thing or something, I don't know, I never got into it. The Power to Believe is okay, but I would say get all the 70's stuff and Discipline before that.
I could go on for days about Frank Zappa, but I won't so I'll just give you recommendations of his shit split into the two genres of music he most dabbled: Progressive Rock and Jazz Fusion. Albums are ranked from best to 'worst', but don't take that the wrong way, all of them are fantastic. Also he did a lot of Experimental and Modern Classical music, but I can't see you really enjoying it a whole lot so if you're really interested, that find the shit out on your own.
The Grand Wazoo
One Size Fits All
Make a Jazz Noise Here (Live)
Jazz From Hell
Joe's Garage Acts 2 & 3
You Can't Do That On Stage Anymore Vol. 1 (live)
Fillmore East - 1971 (live)
Zappa In New York (live)
Joe's Garage Part 1*
Sheik Yerbouti (Live...kind of)
You Are What You Is
The Best Band You've NEver Heard in Your Life (Live)
Shutup N PLay Yer Guitar Trilogy
We're Only in it For the Money
* - this is denoted because these albums are really more jazz oriented, but they have enough of a rock element that it could go either way. I'm just telling you because I assume, you being the fag you are, will be scared off of the jazz element and will just get shit from this list, so I believe you should at least know that when you're listening to this stuff that it's really more jazz in nature.
That should be a good start. I didn't include any bootlegs, of which there are many really good ones (Wazoo in particular). His live shit tends to be better than the studio recordings. Also, if there's anything I'd say to maybe stay away from, it's his early 80's stuff. Some of it is good, but some of it is just weird and really overly preachy.