And if you don't want to start at the beginning, which as everyone's earlier suggestions attest is possibly the best place, don't overlook the ECM catalogue for the fabulous trio recordings with Paul Bley and Barre Phillips, 'Sankt Gerold Variations' and 'Time Will Tell'. Both are a very good place to hear EP's playing in what I like to think of somewhat fancifully as a Giuffre-esque lineage.
Also, overlooked are the Electro-Acoustic Ensemble albums and more recently some truly astounding releases on his own Psi label - 'Trance Map' and 'As The Wind' are highlights for me
It's such a huge and varied discography there's entry points everywhere.
seeing either the Schlippenbach Trio or the Parker/Guy/Lytto trio live is a musical game changer