Ozzy's first two album were respectively great and even better, imho.
Maiden - same thing - respectively good and totally, uh, killer...
Sabbath also had a great run w/ their first 4 albums.
The first 4 Nine Inch Nails album - I like each one more than the previous one.
Alice Cooper - in his case, we should omit the first 2 albums, besides being cool oddities and a few bars of interesting stuff here and there. It's from the 3rd album on that they started making music.
Soundgarden was pretty much the same - it wasn't until Badmotorfinger that they started to write music - even if I dug some of those old songs...
I realize that I can probably think of more bands w/ a relatively average or poor first LP who went on to create a few amazing records afterwards.