Pick up In the Court of the Crimson King, Larks' Tongues in Aspic (or Red), and Discipline. Those should give you a nice introduction into the group's 3 most important periods.
Guy
well, they have done quite a bit since 1980, so i would add Thrak and The Power to Believe to this list to get a better representation.
But while they are heavy, they don't really break any new ground. I think Larks' Tongues in Aspic (or Red or Starless and Bible Black) and Discipline would be a great introduction to this band.