It depends with PT really. If you really want to get into them as a band then I suggest starting with Signify. This was really their sort of cross over album from psychedelia to a more prog rock orientated sound.
Then it just depends on your tastes. If you prefer a Prog Rock approach get Stupid Dream, Lightbulb Sun, Recordings, In Absentia. Or, if your more prone to a bit of the old Psychedelia, work your way backwards with The Sky Moves Sideways, Voyage 34, Up The Downstair, On The Sunday Of Life.
I'd also recommend Coma Divine as a really good album to start with. Really captures the band in full flow...a fantastic live album!