Everyone's pretty much given my recommendations, which would be Through Silver in Blood and Times of Grace. Although, for a beginner, I'd go with Times of Grace. I don't think A Sun That Never Sets is a good starting point, simply because it isn't representative of the band's "overall" (I use that word loosely) sound. But like everyone said, all of the band's releases are excellent.
Also, be sure to check out the Neurosis and Jarboe collaberation coming out soon.
If you really want to get brain-raped, check out their DVD.
Yeah, Neurosis is one of my favorites. SunlapseVertigo's description is spot on. There is no other band as densely and sonically heavy as Neurosis. It takes time to fully appreciate, but persistence pays off. Stick with it, and find the promised land. Good luck.