You were right in your first post, that you'll get as many opinions as there are people posting regularly. However, if you liked what you saw in concert, and are interested in being a fan of the band today, get the newer stuff first.
If you get old Joey stuff and really dig it, you'll be bummed that you never get to see him singing. Volume 8 (if you can find it) is the most recent studio album, and most representative of the band today. If you like that album (which I give my personal guarantee that you will), then chances are you'll also like the new album when it comes out this summer, and you'll be a full-blodded Anthrax fan.
Stomp is a great album, but IMO Sound of White Noise and Volume 8 are better. Regardless of personal choices, if you like Stomp, you'll like the other two. The same can't necessarily be said for the pre-John stuff...it's still great music, but it is different than the Anthrax you saw in concert.
Cheers to a new fan!