First off, you're going to get a lot of different answers, as everyone here will have differing opinions. Here's mine:
As was mentioned by DreQuick, if you want a quick overview of the entire history of the band, Return of the Killer A's is a "greatest hits" compilation featuring both of their singers (excluding Neil Turbin, who only provided vocals on their first album). I'd avoid Madhouse, as that compilation only includes tunes done with their previous singer, and does not include anything they've done in the past decade with their "newer" and more superior vocalist.
Although many people here are still in the infatuation phase with "We've Come For You All", I wouldn't recommend it as a starting point unless you want to know what the band is doing right now, as it's one of their weaker and less focused albums, although John and Charlie still manage to prove their god-like abilities as metal vocalist and drummer, respectively.
I would recommend "Sound of White Noise" (and if you can find it, also "Volume 8: The Threat is Real") unconditionally. From start to finish, these are two of the greatest metal albums, period, IMO.
If old school thrash is more your thing, then "Among the Living" is considered by many to be a classic, although again, now that Joey is no longer in the band, this sound is different than what they play now.