The best Dio days were his Rainbow days.
If you dont own Rainbow Rising, Long Live Rock n Roll or Ritchis Blackmores Rainbow, then you aint heard the best that Dio has to offer.
Elf had some pretty cool shit as well. Trying to Burn the Sun inparticular has some epics.
Also, if you havnt heard the 3 songs that Ronnie did for the Butterfly Ball, you need to locate them. Really shows his versatility as a singer. I remember reading the liner notes from the remastered BB album that said something to the effect of Ronnie could have easily made a career out of singing ballards or power music as his voice is powerful enough to not get mixed into heavy guitars etc.
Try and download Homeward, Sitting in a Dream or Love is all from the butterfly ball album. The first 2 inparticular show his versatility.