In my mind the Noughties was better than the Nineties, but I suppose it depends what you're into. I just had a quick look in my iTunes and found lots of favourites from that decade:
Cass McCombs - 'Catacombs'
Midlake - 'The Trials of Von Occupanther'
Blitzen Trapper - 'Wild Mountain Nation'
Cornelius - 'Point'
Elvis Perkins - 'Ash Wednesday'
Field Music - 'Measure'
Four Tet - 'Rounds'
Mountaineers - 'Messy Century'
Robbie Fulks - 'Georgia Hard'
Chris Wood - 'The Lark Descending'