Simon Reynolds posted an piece in The Guardian on how musicians have directed us to other albums, writers, films, etc. Though this surely happened to me at some point I can't think of what it would be - mostly I picked up recommendations and references from critics and reviewers. I definitely remember some review that had an off-handed mention of how Derek Bailey albums could quickly clear a room and then spent three or four years trying to find one of them. (The ECM Music Improvisation Company release in case you're curious. The others weren't exactly common items in early 80s Alabama.)
But I'm surprised Reynolds didn't mention the Mt Everest of such consumer guidance: the legendary list that accompanied Nurse With Wound's first album. (For details check Audion and TGK.) This of course is the one exception that I haven't followed musician suggestions since like so many fellow travelers I've been tracking much of this down for years. The NWW List defines a sensibility and even though it's got way too much Euro-noodling for my taste it's still been useful to find stuff I'd otherwise never heard about or wouldn't have bothered to follow up (there's a TON of this stuff out there).