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I think the quintessential religious experience album is F♯A♯∞ by Godspeed You! Black Emperor but I'd guess you've already heard it.

Here's some others that come close (for me anyway).
Sleep - Dopesmoker (stoner/doom metal)
Disillusion - Back to Times of Splendor (prog metal)
Can - Tago Mago (experimental/psychedelic rock)
Colour Haze - Colour Haze (stoner/psychedelic rock)
Isis - Panopticon (atmospheric sludge metal)
King Crimson - Larks' Tongues in Aspic (experimental/prog rock)
My Bloody Valentine - Loveless (shoegaze)
My Morning Jacket - Okonokos (indie/alt rock)
The Strokes - Is This It (garage rock)
The Tragically Hip - Fully Completely (canadian blues/alt rock)
The Velvet Underground - The Velvet Underground and Nico (art rock)

If you enjoy any of those albums, we'll be good friends.

Edit: Just noting, I chose them based on their strength as ALBUMS.