Ah! I stray away from the boards, and look what topic finally pops up. I quiver with glee.
Now, if you are getting into TH for the first time, I highly suggest one of their live recordings. For now I would say, go with Stop Making Sense (the '99 re-release). It has much of Speaking in Tongues and Remain in Light, which have many of the songs you will hear on the radio.
However, may favorite albums are:
1. Speaking in Tongues
2. TNOTBITH
3. Talking Heads '77
4. Little Creatures.
OH! And I also suggest getting a box set: Once in a Lifetime or Sand in the Vaseline. OIAL has A Clean Break on it and Sax and Violins...two awesome non-albums tracks.
Go forth! And spread the good word of David, Chris, Tina, and Jerry.