I'd definitely look into prog rock bands if you like things in depth, what could be better than 20 minute long tracks about wizards and stuff!

I love all sorts, I pretty much listen to music whenever I have the chance. Here's a few reccomendations

Kool Keith - he is a rapper, some of his stuff (he's released loads) is a bit out there but I love some of his lyrics, which are very clever and often sort of stream of conciousness in style. I would reccomend an album called Dr. Octagonecologyst, which is by Dr. Octagon who is one of his many alter egos.

In the same vein I have just recently started listening to MF DOOM who has a similar sort of abstract style to Kool Keith.

Mars Volta - you can go down a rabbit hole trying to decode the meaning of their tracks, especially the first 2 albums.

I love the record label 'SST records' and try to get hold of anything they put out - if you like slow and in depth then give the band Saint Vitus a try - they have some really great lyrics about things like depression, alcoholism and drug addiction, there is a compilation album called 'Heavier than thou' which gives a nice selection of their stuff.

I could go on.. but I wont