Sonic Youth: Tom Violence, Expressway To Yr. Skull aka Madonna, Sean and Me, Teenage Riot, 100%, Bull In The Heather......just get the album EVOL(my favorite I've heard of theirs) though Daydream Nation is pretty much essential SY.
Sigur Ros: Untitled 8, Sven G Englar, Vidrar Vel Til Loftarasa, Hoppipolla...or just get Ageatis Byrgun...or maybe ()..AB is more accessible I think, but () has Untitled 8 which is one of my favorite compositions by anyone.
Interpol: Untitled, Stella Was A Diver And She Was Always Down, Pioneer To The Falls....get Turn On The Bright Lights.
My personal recommendations for John Mclaughlin, try his album Extrapolation or his work with Mahavishnu Orchestra particularly the albums Inner mounting flame and birds of fire . They are both more Jazz fusion than straight up jazz but incredible work nonetheless.
As for Wes montgomery i would try out The Incredible Jazz Guitar of Wes Montgomery i've only heard a few tracks off it but alot of people say it's his best work.
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