I can't recommend seeing Avenue Q enough. It's the best piece of theatre I've seen in ages. Owning the soundtrack is only second best, but second best nonetheless.
For those unfamiliar with Avenue Q it's main gimmick is the combination of actors and puppetwork with a story of growing up which is unafraid to tackle adult topics, think a post-watershed Seasame Street!
The themes are reflected in the songs covering such topics as unfulfilment in life, sexuality and sexual relations, pornography, racism, and the misfortunes of life. Be prepared for explicit lyrics, most of which are designed for a laugh which they get natural for hitting that "funny because it's true" button. There are also more serious ballads concerning love and human relations. One of the best things about Avenue Q was it's exploration of muddling your way through life and by not offering pat easy answers.
I've played a few songs to people who've not heard of Avenue Q and on the basis of the lyrics and humour they've expressed an interest in seeing it.
The CD also comes with a synopsis of the play and full lyrics to each song.