At my local store today, I found a mixed collection of Radiohead and Depeche Mode albums at a discount for approximately $9/£7 each. Since I've been interested in get into both bands for some time now, I'd appreciate to hear your recommendations on which of these to buy.

Speak & Spell
A Broken Frame
Construction Time Again
Playing the Angel

Pablo Honey
The Bends
Kid A
In Rainbows
I can't speak for Depeche Mode, but The Bends, Kid A and In Rainbows are fantastic albums and well worth the money. Not a big fan of the other two, Pablo Honey is widely regarded as Radiohead's worst album but it's pretty decent. Mainly indie stuff. IMO Amnesiac is pretty much a less memorable Kid A.
I would buy Playing the Angel and Construction Time Again or if you dgged Dream on then buy Exciter.
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Thanks a lot for the tips! Bought Kid A and In Rainbows yesterday, going to give them a listen ASAP.