My first venture was through P2P, where I d/led a few songs (I remember "Joe's Garage" and "Night School" offhand) at the beginning of the decade and that was it, really... then I bought YCDTOSAv1 and that started everything.
Since Zappa's live discography kills his studio set, I would recommend starting off with the YCD set (primarily 1, 2 and 4). For studio works, Sheik Yerbouti and Hot Rats, then Joe's Garage and You Are What You Is
When I get home, I'll offer up my opinion on the '88 band