Depends;
IMHO, his best work with a group,
start with the best of for Big, Bigger, Biggest! The Best of Mr. Big
Mr.BigFor his work with Racer X, I personally love "Second Heat"
His solo work is in 2 piles for me.
vocals - I personally love Acoustic Samurai, but that's just me, other than that I would go for beehive live :)
non-vocals - then get his new album, "the silence before a deafing roar" as soon as it is out. check out parts on youtube, and support the man by buying his stuff!!!