Yeah, I think including compilation albums in these types of lists is bogus.
I hope double albums count. 
They should. If they do:
1. Wilco - Being There
2. The Beatles - The Beatles (The White Album)
3. Led Zeppelin - Physical Graffiti
4. The Smashing Pumpkins - Mellon Collie and the Infinite Sadness
5. Pink Floyd - The Wall
If they don't:
1. Wilco - Yankee Hotel Foxtrot
2. Smashing Pumpkins - Siamese Dream
3. Guns N' Roses - Appetite for Destruction
4. U2 - The Joshua Tree
5. Liz Phair - Exile in Guyville