Standouts for me are Red, the first two 80s albums with Belew on vocals (Discipline and Beat), and Thrak. I like a few of their other albums a lot too, but those are the ones I play the most. The early 80s live shows are also phenomenal - Frejus 1982:
Japan 1984:
Red is probably my favorite studio recording of theirs, but the live shows with this lineup capture the most of what I love about them. The studio albums don't tell the whole story. I don't want to say the albums are just byproducts but they aren't the ultimate statements and complete focus of the group the way they are for a lot of bands, especially metal bands. If a methodical deep dive is the kind of thing that works for you, go for it. I tend to get burned out trying to enjoy music that way, I do better finding one or two recordings to hang my hat on and letting my appreciation of the rest of the catalog grow naturally.