If ALL THINGS MUST PASS counts as Harrison's first album (there were two before it, but neither were in the rock idiom), then that's a great example of it all going downhill from there.
Marshall Crenshaw never reached the high point he touched on his debut self-titled album.
I won't go quite so far as saying Led Zeppelin's first is their BEST, but it is my FAVORITE.
Van Halen and Bad Company both had good albums after the debut, but none quite as good as that first blast.
Those come to mind readily, and I'm sure I could strain to think of others, but straining isn't on my agenda tonight.
JcS