I have to throw out the "have to own" qualifier since I own some albums that aren't necessarily my favorites, and I have some favorites that I don't necessarily own.
Sun Ra - Atlantis (though it's extremely hard to pick just one album of his, if I didn't he'd fill half of my top ten!)
Miles Davis - Sketches of Spain (the same as above confounded by the fact he is actually essentially a different person at different points in his career!)
Ornette Coleman - The Shape of Jazz to Come
John Coltrane - Om (though it's such a huge commitment to listen to that I only ever rarely do so)
Alice Coltrane - Lord of Lords
Art Ensemble of Chicago - A Jackson in Your House
Ken Nordine - Word Jazz
Thelonious Monk - Straight No Chaser
Herbie Hancock - Head Hunters
Albert Ayler - Spirtitual Unity
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