that's why i'd go with their live cd. it has the best songs from their first 6 albums. it's the closest thing to the best of.
and in my mind, power metal after the 90's is like thrash after the 80's.
I might be convinced to go for Tales from the Twilight World now, although I have to say that At the Edge of Time was a really good first-listen and could easily become a favorite if it holds up. On a whole the band still never really clicked with me though.
Definitely go with Somewhere Far Beyond these days. Nightfall is good and impressive, but I think it's too long for it's own good. Really can't go wrong with the first 6 BG albums though.