I was inroduced a few years ago with the compilation "Strictly Commercial" as a few others have mentioned. It' the perfect introduction to his music, and I knew almost every song within a couple days. I could not take it out of the CD player, until I got some of his original releases. Easily one of my favorite artists of all time (that I know of, I'm only 23, but I regret waiting 20 years to listen to his stuff).
+1 on reading his autobiography "The Real Frank Zappa." Definitely puts his work in to perspective, and a very entertaining read on top of that. Not your average autobiography by any means, but what would you expect from a genious like Frank?