Totally agree. I remember when I was in this position, when I'd only bought Damnation and Blackwater Park. I asked my parents and siblings for all the other Opeth CDs for christmas, (along with other albums)- it was so beautiful opening them up one by one, and then just spending the day listening to them all in chronological order. Best christmas ever!
As for the topic, cliche as it is, you can;t go wrong with any of them, although I'd reccomend Still Life. It's the album with most depth, musically and lyrically, (arguably) the most technical Opeth album, and, in my opinion, contains some of 'peth's strongest songwriting (The Moor, Godhead's Lament, Face of Melinda, Serenity Painted Death) The concept also makes it a much more epic and 'complete' album I think. Even though all the Opeth albums are masterpieces, Still Life (and Morningrise actually) stands out above all others as an (pretentious cunt alert!) incredible musical journey that ebbs and flows with emotion, atmosphere, passages that twist and turn like a labrynthe, and some evil as fuck riffs and vocals (opening growl on Godhead's Lament, anyone?) all riding along on an intricate story. It's quite hard to describe in words; it's simply breathtaking and seems to be an album that really means a lot to many fans (myself included)
Having said that, many people seem to also feel it's over-rated so I guess it's down to personal preference