I'm more a singles person than an album person, to be honest.
Also I have an unfashionable, very un-INTJ love of pop music. I don't hold with snobby ideas that pop records aren't good if the performers can't write their own songs. That's as absurd as saying that Laurence Olivier is a bad actor because he didn't write Hamlet.
Anyway, with that in mind, favourite artists from the period you describe (2002 - 2012) include: Muse, Girls Aloud, Gorrilaz, Arcade Fire, Razorlight, Scissor Sisters, Groove Armarda, Lady Gaga, Black Eyed Peas, Coldplay, Kasabian, The Killers, and Calvin Harris, as well as U2 and Pet Shop Boys (ongoing favourites in every decade ever since the 80s).