I think his best work is from the DLR and Whitesnake days. Granted, I haven't heard any of his Alcatrazz stuff once he took over from Malmsteen (or did he replace...?). And I certainly haven't heard his Zappa stuff, for shame.
Sex and Religion - bah. If I can't stand Devin Townsend, is this still worth it? Haven't had the stomach to check it out...
Anyway, band faves are:
Ladies Night in Buffalo (most guitarists think this is his best piece...Nuno Bettencourt ripped this off countless times with all the string hopping)
Hot Dog & A Shake - my fave solo
Skyscraper - I love this whole song
Sailing Ships - the EMOTION!!! Coverdale screams his balls off and Vai complements!
Judgement Day - heaviest shit from Whitesnake ever - what a riff (thanks to Vandenburg)
Cheap n' Nasty - my second fave solo
Solo stuff is anything from Passion and Warfare, but mostly "For the Love of God", "The Audience is Listening", and the majestic "Liberty"!!
I lost some interest after that with his solo work, although there is one track on "Fire Garden" which is just glorious - filled with trading solos. Like Friedman and other guitarists, I think they need a solid strongwriter to bring out their best work.
Oh and don't forget the movie Crossroads. "Eugene's Trick Bag" is just an awesome piece of work. If you can play that at the right speed, it sounds incredible! The ending of that film was almost as good as the ending to The Karate Kid!