Good start here. I would also add "One Size Fits All" (similar style to "Roxy") and "Waka/Jawaka" (similar, mostly-instrumental, jazzy style to "Grand Wazoo").
"Hot Rats" is generally considered one of Frank's masterpieces, so you really can't go wrong with that one, either.
←
Most excellent choices here. Also I like "Absolutely Free" and "Overnite Sensation"towards the end it seemed the music became more obscene for no real good reason and harder to enjoy. I still miss Frank though. He was a hero as far as I'm concerned.