I started out with their "Essential" best-of just to have the hits and later got Nostradamus, which was pretty cool.
I also got Defenders of the Faith but so far Screaming For Vengeance seems to be my favorite. Very killer album!
I like all of them. I've listened to Screaming for Vengence since I was 8yrs old, and I'm now 35. This album still kicks ass. If you like Priest you should check out Rob Halford's solo stuff, Fight and Halford.