The House Of Shame – Broken Things – Delirium – Blood, Tears, Dust and Live To Tell – Are my favourites from Lacuna Coil's “Delirium” album. If you're wondering whether to buy this album or not, you can always listen to the songs on YouTube before deciding. Lacuna Coil would have to be one of my favourite bands of all time because of the raw emotion in the songs, combined with the heavenly voice of Cristina Scabbia.
If songs from this particular album isn't your cup of tea, I would highly encourage you to look at some of their other songs, like: “Nothing Stands In Our Way”, “I Forgive (But I Won't Forget Your Name)”, and “Losing My Religion” (“Losing My Religion” is a very good version of the original by R.E.M – in fact I like Lacuna Coil's version WAY more than the original).
The “Karmacode” and “Dark Adrenaline” albums from Lacuna Coil are also worth looking at in my opinion. Similar bands you may be interested in, could include: “Within Temptation” (who are just coming out with a new album actually, titled “RESIST”), “Epica”, “Delain”, and “Nightwish” (songs with Tarja Turunen as the singer in particular, are my favourites).