I've never ever listened to any of their music, but now that you've just said what you've said, I guess I need to change that, man.
But with Yngwie Malmsteen, my favourite albums are definitely his first three, after that it's a mixed bag of preferences and in all honesty it's been awhile since I've gone beyond that trio of albums. I need to refresh my memory to have a proper opinion. But the aforementioned trio never strays too far from my cd player.
What about yourself? I assume you've heard more of the later material.