I'd start with Survival Sickness.

I'd say start with Survival Sickness. It's probably their most accessible and gives a good sense of their style. New Morning, Changing Weather is a close second. Musically and lyrically, it's a little more challenging. First Conspiracy would be next, it's a decent album, but not quite as interesting as the others. It's got some solid tracks, but it gets a little monotonous if you listen to it straight through. And finally, if you get those three and you're into them, you should get Armed Love. It gets hated on a lot and it was kind of a step backwards for them, but it's an album worth owning, particularly if you're into their stuff.

They have some decent live albums too, but those aren't the best place to start. My main advice if you're interested in checking them out is to go see them play if you ever get the chance. They put on an incredible show.