They're all great. It just depends on what you like about his music; some of the early stuff is lounge-y bar songs with lots of piano and acoustic guitar (Closing Time is a great example of this), and then some of it started getting weirder as the albums progressed- from Closing Time to Small Change, he got weird (lyrically/musically) and then to Swordfishtrombones he got weirder.
If you like Alice, I think it's supposed to be more the classic song-oriented Tom Waits than the weird Tom Waits, so you might enjoy Closing Time and Small Change. They're pretty cheap, too. Blood Money is the other disc of the two new cds he put out (Alice and Blood Money were released together), and I think it's more of the weird Tom Waits stuff.
They're really all pretty damn good. Reading reviews on Amazon.com might help you get a handle on what you'd like most.