Favorite albums are Neat Neat Neat, the Black Album, and Machine Gun Etiquette.
Yeah, there's 300 albums and another 3000 compilations. I would reccomend the new Damned Anthology if you're going to buy something. Along with Grave Disorder that came out last year. It's fun as hell, and the fluffy bits aren't bad.
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New Rose
Smash it up
Wait for the Blackout
Neat Neat Neat
Dozen Girls
Disco Man
Actually, I'd start with Blackout. If I have a favorite, after all these years, that might be it.
They went through a super gothy phase in the time Captain was gone, and you might want to stay away from anything produced during this time. All the albums to stay away from are from the mid to late 80's and most are on MCA. There's also an ex-member who retains a lot of rights to stuff, and tends to put out old demos and shit on his own, calling it the Damned and that shit is to be avoided as well. It's not all bad, but it's not great and not really fair to what they are.