well ... if you want to start with an actual album, i'd say go with "hex enduction hour." it just got a nice re-issue, it should be easy to find and it's a monster of a record. if you want something slightly poppier and more '80s sounding, go with "the wonderful and frightening world of the fall."
or you could start with a comp, the "50,000 fall fans can't be wrong" is pretty good, although i think it's got perhaps a bit too much later era stuff. i much prefer "totally wired: the rough trade years," but that might not be the best place to start.
bottom line: hex enduction hour.