Come on Pilgrim is the best if you ask me, but it's less than twenty minutes (not that their full lengths were very long either), so if you get it I'd recommend getting it with another album (or that Come on Pilgrim/Surfer Rosa disk which I've heard of, but I think that might be only in Japan or something).
For the albums, Surfer Rosa or Doolittle would probably be the best intro. Surfer Rosa used to be my favorite, but lately I've been more into Bossanova. Basically, if you want harder-rocking stuff, go for Surfer Rosa, if you want poppier and more varied songs, go for Doolittle, and if you want more atmospheric songs, go for Bossanova. But you can't really go wrong.