As for Tony Macalpine, I would go for Edge Of Insanity over Maximum Security. Of course those are fairly old as far as neoclassical goes, Macalpine's most recent neoclassical album (Chromaticity) is even better than his older stuff in my opinion.
If I wanted to buy a bunch of awesome neoclassical albums from guitar9.com (where I order most of my guitar related cds from anyway!), I'd probably go with:
http://www.guitar9.com/guitardom.html (Joe Stump is like Yngwie but with a little less spandex and a little more attitude)
http://www.guitar9.com/scenes.html (Marty Friedman, similiar to Jason Becker, but more mellow, more asian scales)
Some other albums you might enjoy, that have some neoclassical elements, but are a bit different:
http://www.guitar9.com/distortedviews.html (Michael Harris does some neoclassical stuff, but with a fair amount of prog rock in it)
http://www.guitar9.com/livewild.html (one of the best live albums ever, Chastain and Michael Harris!)