I think if you started with an album like Destroy, Erase, Improve and really loved it you may be a little off-put by some of their later stuff. That's what happened to me. I like their later stuff well enough but I'm one of those old assholes who stand at the back of the venue with their arms crossed and say stuff like, "they lost it after D,E,I," or "they should go back to their old style".
I'd say the best place to start would be to see them live because they're most incredible then.
10/18 - King Diamond
10/24 - Pallbearer
11/01 - Suffocation
11/30 - Devin Townsend
12/06 - Distant Worlds: the Music of Final Fantasy