I'd pretty much agree that to start, Absolution is probably a good choice, but imo OOS is better.
I would actually also suggest to go outside the normal albums, and try to listen to some of their B-sides, like "In your world" or "Dead star".
Another good tip is something that's already been mentioned, which is the fact that Muse truly are better live than in the studio, so try to get some live shows
I guess the Absolution-era live shows would be best to start off with, cause then you get more or less the full package, which would be songs from both Absolution AND OOS (which are their best albums) but probably also some goodies from Showbiz, or B-sides or whatever
It can be a bit hard to get into Muse though, it sure took me a while tbh
haha, but yeah been loving them for years now
Edit : Added a couple of vids.
Muse - Dead star
[ame]http://www.youtube.com/watch?v=VdcIf77MiFA&feature=related[/ame]
Muse - In your world