It's impossible to say whether or not the vocals make a piece of music objectively better or worse, but often I prefer listening to the stripped down versions. Hearing the instrumental allows you to pick up on little details in the music that you didn't realise were there before. Also, they can fit more neatly and discreetly into mixes. Here are a couple I've been enjoying recently.

Rhye - The Fall http://open.spotify.com/track/4Ux7Y5dpyCOG9mUSPFmAIj
Bob Dylan - Like A Rolling Stone http://open.spotify.com/track/6YNmnj6ynInXotmuOr8q1z

Anyone got any particular favourites to share? Links encouraged.