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Progressive Rock (normally shortened to prog rock) is a form of music that began it's evolution in the late 60's and early 70's as part of a "mostly British attempt to elevate rock music to new levels of artistic credibility", The term "Art Rock" is also often used to describe this style although the two styles are by no means identical.
Prog bands have pushed rock music's technical and compositional boundaries to their limits (some might argue, past them) by going beyond the standard verse-chorus-verse-chorus construction found commonly in rock music and experimenting with unusual timings and structures. The term itself was first applied to bands like Yes, Genesis, King Crimson, Pink Floyd and Jethro Tull, it gained popularity Carpet Cleaning during the 70's and peaked in the early 80's before becoming unfashionable again. Probably the most notable modern contributor to this style would be Dream Theater, who are often dubbed "The biggest band you'd never heard of". Anyone who has seen them live will have witnessed the enormous pulling power this band has, despite barely ever being mentioned in the main-stream media. They have never been "cool" but this has actually done more for their career than becoming "flavor of the month” and then being forgotten 30 days later.
Another general characteristic of the Prog band is their willingness to write extraordinarily long songs which can often take the listener on a very interesting journey as it jumps from one time signature to another (or sometimes 2 at once) and constantly shifts from light to shade and back.
This, combined with experimentation with new sounds and instruments that you wouldn't always expect to hear in "rock music" sets it apart from the run of the mill sounds being churned out of the sweatshop that is the rock industry.
Prog bands have been at the cutting edge of musical technology on their quest to make new and interesting sound scapes and often were innovators of new techniques that no one else was using. For example, Pink Floyd utilized an EMS Synthi A synthesizer equipped with sequencer on the track "On the Run" from their 1973 album "Dark Side of the Moon". At the time this was groundbreaking stuff, the EMS (formerly the Portabella) was only released in 1971 as a prototype and as such very few bands were using these at the time (it also cost $1095 at the time, which would have paid for a medium sized house). A few years later, Robert Frip (legendary guitarist of King Crimson) developed an analogue tape loop effect (Frippertronics) which was the for-runner to the old tape-based echo units which were popular some years later.
Another common trademark of the Prog band is the concept album. Collections of songs which are unified by a common theme, stories that are told over the course of an entire album and musical "catch phrases" which crop up throughout the album lending a sense of continuity are all common traits of the concept album. Add some over the top artwork and maybe include some back-story in the sleeve notes and you have what has become a staple of any prog band worth its salt. Again, to use Dream Theater as an example, their Metropolis Part II album was written as one theatrical unit where each song tells its own portion of the whole story. In their case there are several riffs which show themselves across the course of the album, and the lyrics from one track always have relation to the subject matter of the next one. This album is an excellent example of how to do it right and if you haven't heard it yet I cannot recommend it enough