Yes: Genesis The Lamb Lies Down on Broadway. Most of Zappa's doubles, including You Are What You Is and Joe's Garage. Prince's Sign 'o' the Times.
No: Joni Mitchell's Don Juan's Reckless Daughter (sides 1 and 4 are amazing, sides 2 and 3 skippable). ELP Works, as previously noted - I'd rather have the band side, and then seven or eight minutes each of the solo stuff.
Maybe: The Beatles White Album - maybe a great single album plus EP?
And an honourable mention for Van der Graaf Generator's Pawn Hearts, a single album originally planned as a double. The bonus tracks on the last re-release give a flavour of what a great double it would have been!