Strum, firstly I would pick up Ten. It was their debut studio album and the one that got me hooked on the band in the first place. I think a lot of the songs still hold up to the test of time.
After that, you might want to pick up one of their live albums because they are a very good live band. There are several to choose from, but Live on Two Legs which is one of those compilation highlight live albums from several shows on one tour. It's a good survey of their live sound. If it turns out you like them, they sell official recordings of almost every show they've done since 2000, so there is much to choose from available.