This is a great thread.
As for Bruce, his first seven or eight albums have a firm place heart that speaks to by blue collar upbringing and my journey into adulthood, but I understand why people don't connect with him.
Same with the Grateful Dead. It took me quite a while to get around to them and dive in, but American Beauty and Workingman's Dead were the gateway, followed closely by the Barton Hall '77 bootleg and the live albums that followed American Beauty (Grateful Dead and Europe '72). I still don't get their second and third albums, though, the ones they supposedly mixed while high on acid.
Dylan is another one of those who took me a while to connect with, and I will say that most of my friends don't understand him, either.
One album that's supposed to be great that I've tried (and failed) to appreciate is Radiohead's OK Computer.
At the top of the "I don't get this" heap would have to be Captain Beefheart's Trout Mask Replica. Safe as Milk is pretty darn good, but this follow-up is too much like that annoying guy in high school who is genuinely trying to be annoying (and succeeding). There are many artists and critics I respect who revere this album, but I've tried and been left baffled. I've been told you have to take it in pieces and let it grow on you, but anything that takes that much work to enjoy can be left by the side of the road for something my heart naturally connects with.