As a HUGE Judas Priest fan I feel I can make a valuable contribution to this post. I agree that Metal Works is a great place to start (it's where I started), but no metal collection should be without Unleashed in the East, the greatest live metal album of all time IMHO. It's even better than Live After Death mainly because the songs are vast improvements on their studio versions and have some different arrangements. If I could take one album to a desert island it would be that one without a doubt. I'd wait for the remaster though which should include bonus tracks.
As far as studio albums go, Sad Wings of Destiny is clearly my favourite. It's kinda slow and bluesy, but is a real classic (very different from the Ripper-era stuff). Others worth getting are Stained Class, Hell Bent For Leather, British Steel, Screaming for Vengeance, Defenders of the Faith & Painkiller. But again, wait for the remasters before you get them.
As far as Ripper-era stuff is concerned, I haven't liked the studio albums which they have done with him, but try to get '98 Live Meltdown where they do many of the old classics very well as well as some new songs. It should adequately prepare you for the concert.
Finally, it's not really a Priest album, but Halford's Live Insurrection is really cool. Get it NOW!!!!!
Hope that helps.
