Argh, wait till next time they come out and see them then, that way you will have time to let the brilliance sink in properly and you will appreciate the show much more
I would get Blackwater Park if I were you. Also Deliverance, because I can pretty much guarentee you that they'll play the title track from that album.
Actually, just buy all of they're records, because it's some of the best money you'll ever spend
Whatever you do, dont buy them all at once.
Find appreciation in the one you recntly bought, then when you feel ready, go buy another. Id say blackwater park.
Hmm... The Chicago show was one of the Chronology sets, right? Then you have no chance to get to know all the songs they're gonna play before the show. You should just buy every album one at a time, starting with BwP.