Roniit.

Not last, but I'm about to buy Christopher Tin's A Drop that Contained the Sea.
Previous before that was a couple years ago, I Kickstarted my local University's "Carpathian Music Ensemble" putting out a disk.

Dark Side of the Moon - Pink Floyd on CD. I have the original vinyl but it's safely stored away, so earlier this year, I felt a calling and treated myself.

Lurker of Chalice - Lurker of Chalice (and oh man, a lot of cash for that one...)

I bought all of these recently from Amazon where if I bought the CDs from them they also gave me streamable and downloadable MP3s for free...

Eric Clapton - Complete Clapton
Steely Dan (every single 70's/80s album release)

Dream Theater's self titled and Zodiac's A Hiding Place last December. Both excellent.

Let's see... a few days ago I was drunk and in a nostalgic mood, so I thought I'd finish off my Dio collection by getting "Dream Evil" and "Holy Diver." Also, "Can't Get There From Here" by Great White. I was never a big fan, but that's a great "summer" album. If summer ever gets here.

I bought a whole bunch of second-hand CD's a few days ago (as well as a bunch of games, including an almost-complete collection of the first Sims), does that count?
Infinite Mass - 1991 (Fire Fire, The Thief)
Evanescence - Fallen
Scooter - Back to The Heavyweight Jam
Roxette - Have a Nice Day (Wish I Could Fly, Stars)
E-Type - The Explorer (Free Like a Flying Demon, Calling Your Name)
Live - Throwing Copper
Ace of Base - Happy Nation (All That She Wants, Wheel of Fortune)
Lene Marlin - Playing My Game (Sitting Down Here, Unforgivable Sinner)

As for new, my last order was made a month ago, with the final discs trickling in during last week:
Jamiroquai - A Funk Odyssey
Scorpions - Crazy World
Daft Punk - Homework
HammerFall - Infected
Daft Punk - Random Access Memories
Jamiroquai - The Return of The Space Cowboy

Kalmah- 12 Gauge. Bought it about 2 weeks ago. I tend to buy an album every 2-4 weeks- plenty of great bands out there so I try to pace myself so I can give each album several good listens before adding another one to the mix.

Pokémon Reorchestrated: Kanto Symphony.

That is a classic album. Scorpions at their finest.
How can you have a Dio collection but not have Holy Diver? :P

Hoodoo Guru's - Gold Watch

10000 Days and Lateralus - Tool

I bought these in one order from Amazon.

Jon & Al: The Legolambs Musicals

Hilarious musical versions of movie plots sung by parodies of the lead stars like Arnie, Stallone and Liam Neeson.

Three at the same time:

FéO (from FéO) - best folk album ever made, only available in France
Paradise Lost (Symphony X)
The Divine Wings of Tragedy (Symphony X)