Skyclad rules.
Also, keeping with my theme every week when at least two of these pop up..
THE RESIDENTS. WOO!
Certain albums though, since for a little while they got lazy because they were working on other stuff. Basically, get Meet The Residents, Not Available, The Third Reich N' Roll, Fingerprince AKA Tourniquet of Roses, Duck Stab/Buster and Glen, Eskimo, The Commercial Album, Mark of the Mole, The Tunes of Two Cities, Intermission, The Big Bubble, God in Three Persons, The King and Eye, Cube-E: Live in Holland, Freak Show, Live at the Fillmore, Wormwood, Animal Lover/...Imaginary Jack. Most of them have been rereleased on CD if they weren't already on it, and The Third Reich N' Roll is getting rereleased (Probably for the last time) around October with a whole bunch of goodies. I'd say start with Animal Lover and then pick up what you can find though.