Residents fans fall into dozens of camps when it comes to their personal favorite works by these curious pop parodists with the odd eyeball outfits. Some prefer Third Reich n Roll's distortion of 60s rock classics; others find the Commercial Album's blatant non-commercialism satisfying, while several Residents fans--all perhaps members of subspecies of the marmot groupings--actually prefer the Mole Show and can recite its story (a skill no doubt as valuable as the ability to speak Klingon or to memorize major motel chain toll free numbers).
To see the Residents at their most intriguing, though, one cannot do much better than the Duck Stab/Buster & Glen album. The highlight of the work, "Constantinople", is a droning bit of whimsy whose effect is sufficiently hypnotic as to make you peruse the record for evidence of subliminal backwards masking. As is typical of the work, the entire album is synthesizer-laden, filled with ominously non-sensical lyrics, and a range of parody and homage which includes styles as diverse as 50s Elvis-style rock, the invented musics of Harry Partch, jazz which alternates between pre-bop and Sun Ra and veers into Beefheart-esque territory.
If you have not "bought into" the Residents, this is an excellent start--it's sophisticated and yet very D.I.Y., musically complex and yet arguably as much a product of Shreveport as San Francisco. My only real critique of this album is that it's entirely eerie, but perhaps that's one of the many points.