This one is sort of unique in that he never quite did one like this one before or after.
He is the leader/catalyst of a number of other bands, the most famous of which is Porcupine Tree. I do like their albums from Signify and beyond, before that they were too "Pink Floyd Trippy" for me (I'm really not a Pink Floyd fan, or was one in the 'seventies but the music hasn't remained a favorite of mine.)
Porcupine Tree have two excellent DVD and Blu-ray concert films I recommend:
DVD
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Available both as DVD and Blu-ray

If you're a Prog fan (I'm not really) the following Steve Wilson titles are good and can be purchased as CDs or as DVD or Blu-ray releases:

This is a great Steven Wilson concert film on DVD or Blu-ray, Get all You Deserve:

And here is a live cd compilation of Insurgentes era shows, Catalogue/Preservation: