I haven't listened to a whole lot of Nightwish, but I remember Amaranth was my first song by them. It sounded kind of lame at first, but that's what I think of most songs the first time I heard them. When I started listening to it time and time again, though, I just completely loved that song, so I started to listen to more of their music. Angels Fall First is a nice song, too, and Poet and the Pendulum is completely epic. The first instrumental part is just amazing.

Oh, and just as a side note, I personally do like Anette's voice a little bit better than Tarja, but they both have amazing voices.