I feel the same way with Lenny. I think a good part of it is that I really don't think he has released a bad album.
Tindersticks, Tom Waits, and Jacques Brel are up there as well.
Art Ensemble of Chicago are getting there but I still haven't gone through everything they've put out.
I guess I also don't think Scott Walker's 70s output was that awful, but it still isn't all that great either.