Rolling Stones

I want to start collecting Rolling Stones albums. Which ones do you suggest i should start with?

I'd say you should start with "Beggars Banquet" and "Let It Bleed", because they are absolute classics. If you want something psychedelic, try "Their Satanic Majesties Request", but I think you should buy those two first because they have classics like "Sympathy For The Devil" and "Gimme Shelter", and they are the definition for their style.

I agree strongly w/ DFFs' suggested albums and I would add:
Sticky Fingers
Exile On Main Street
+ Black and Blue
Tattoo You
& Steel Wheels

Some Girls (underrated)

I always thought 'Their Satanic Majesties Request' was just an awful-sounding response to Sgt. Pepper. Never much got into it.

Well, I have always thought TSMR is a better-sounding response to Sgt. Pepper's.

Obviously- you should go with "40 Licks". Greatest Hits.

Another great old collection is "Through the Past,Darkly"

I'd say most good Stones songs don't appear on compilations.

their satanic majesties request has some good songs. i'd say the best are "she's a rainbow" and "2000 light years from home"

i'd recommend aftermath and between the buttons for early stuff.

40 licks. That's if you just want the best songs. If you want good albums, you go for sticky fingers, let it bleed, the list goes on. Just get 'em all.