I have recently been listening to a couple of albums from dream theater (Train of Thought and Live at Budokan) and wanted to know what would be the next albums to buy or listen to from this band as I really enjoy what I have heard so far.

if you liked train of thought i guess you cant go too far wrong with six degrees of inner turbulance
The Elephant asked the Camel , oh why is your breast on your back Camel? To which the Camel replied, Why that is a strange question from someone with their dick on their face!
Depends which side of them you like, they have quite a few. For the heavy side, pick up Systematic Chaos (their latest one), Six Degree's is a good one too. For the progressive side, Scenes from a memory is pretty good. You have Falling into Infinity which showed their more mainstream sound, which still has some blinding tracks on there.

The first three albums, (When Day and Dream Unite, Images and Words, Awake) have an older sound to them, but there is some incredible music on them.

To get a general taste of what they do, you can pick Octavarium (which kind of summed 20 years of music up) or their Greatest Hit album.
Images and Words and Awake are by far there best albums.
" Nature has given us two ears, two eyes, and but one tongue-to the end that we should hear and see more than we speak. "
- Socrates

Winner of the John Lewis and Cambridgeshire Music young musician Award 2008