My favorite periods of Sonic Youth are the Noise and Grunge periods. Daydream Nation is their best, in my opinion, EVOL, Dirty, all the ones mentioned.
As far as Tom Waits, I like Nighthawks at the Diner. Supposedly live, but it's in the studio he set up with people.
Joy Division, get Permanent, that's a good starting place, even if Closer is their best album.
The Cure is one of my favorite bands, I would say Disintegration, Faith, and The Head on the Door are the ones to get. Disintegration is their masterpiece (imo), but Faith is a really close second.