Ok, ignore the above posts. Yngwie is bloody brilliant. Alot of people say he plays the same thing over and over, but if you actually sit down and analyze it, it's all different- sure, some things are similar, but I personally find it interesting to see the variations he comes up with. And hey, when you play that fast, you run out of different notes to play pretty quickly
If you can't handle power metal with high vocals, avoid him!! Unless of course you dig classical music, then check out his concerto with the Prauge Philharmonic (I probably spelt that wrong, but it's a Russian orchestra). Very very cool.
As for albums to check out.......
If you want a more instrumental album, go for 'Rising Force' (his first one). Only 2 songs with vocals on them, the rest are just him shredding, it's a great album. His next one, 'Marching Out' is probably his heaviest, it's got some killer riffs and I think he plays his fastest on this album. My personal fav is 'Magnum Opus' (which Yngwie has since said he doesn't like

), got Mike Vescera (sp?) on vocals, it's very cool. The one after that, 'Facing the Animal' is also good, it's the most varied album he's done, got some cool bluesy numbers, and for once in his life he wrote some really solid songs (not to say that the rest of his songs suck, because they don't. There are many that affect me deeply, but it's safe to say he ain't gonna win any awards for song writing

). Albums to avoid (for your first time out): Odyssey (cool, but Joe Lynne Turner on vocals is a wuss), Eclipse (I love this album, but the vocals may put you off), Fire & Ice (again, not bad but probably his cheesiest album. A couple of really good songs though), and Alchemy (just doesn't do it for me).
Actually, may be worth checking out the last live album he did (forget the name), he's always better live, the emotion comes through alot better, and it'll give a good overview of his songs.
Yngwie does suffer from a big head somewhat, but he does get slammed unneccessarily (sp? I just know I spelt that wrong

). I'd elaborate, but I can't be bothered defending him. I like him and that's all that matters to me. I think that's it's funny how he evokes such strong reactions from people- they either hate him strongly, or love him to death. Must mean that he's actually doing something good, despite people saying he's over rated. If anything, I'd say he's underrated, his main market is Japan. The rest of the world (well ok, europe likes him too

) should wake up
