Best single CD is Killer Highlights
All the BBCs CD are worthwhile. Too Drunk For The BBC, Better Get Ourselves Back Home, That's All You Need, Twistin The Night Away, Shake It On Down For Top Gear, John Peel Sunday Concert. Shake Shudder Shiver has early stuff.
Also good: Party Hogs (Ronnie Lane's last gig), Sounds For Saturday, San Bernadino (late era highlight).
And blowing my own trumpet on vinyl (with more to come)