Yeah, there's a good deal at cdnow
http://cdnow.com/cgi-bin/mserver/SID=94926239/pagename=/RP/CDN/FIND/album.html/artistid=CAPTAIN+BEEFHEART/itemid=348222
where you can get two of his albums on one CD. One of the albums, Clear Spot, has the song Low Yo-Yo Stuff that I like so much.
I don't know if you like Pere Ubu that much, but on one of their albums, they have a tribute song to Beefheart called Mirror Man.
I've heard some interesting stuff about Beefy, like that his voice has a 5-octave range, and that he's also an accomplished artist in other mediums, like painting and sculpture.