Over Nite Sensation seems like the best start from the 6 albums of his I have heard so far:
Songs like Camarillo Brillo, I'm The Slime, Dirty Love (great one two three punch) and Dinnah-Moe Humm are extremely good musically, whilst still being funny and the fact that the disc only lasts for 34 minutes makes it more immediately accessible than one of his more challenging works such as We're Only In It For The Money.