I'm a big fan...got both the double disk versions of The Nightcomers and Live (Hot Curry & Wine).
Especially the bonus disk on The Nightcomers is awsome. It contains all their early singles, b-sides and EP's they did before The Nightcomers and shows a heavier and rougher side than on their slightly overproduced debut. The original single version of Heavy Metal Mania, Smokin' Valves and b-sides like Only as Young As You Feel and Lovin' Feelin' Danger are true N.W.O.B.H.M. classics.
Another classic of the band is The Small Hours and was covered by Metallica on Garage Days Re-Visited EP in 1987 (and later re-released on Garage Inc.).
I would recommend their anthology Smokin' Valves, witch was released in 2003. It include all the essential classics songs, mixed with a handful of newer songs from their most recent albums. Despite some
controversy on this release back in 2003, it's a nice way to get into Holocaust music and a glimpse into their entire career.