It depends on what you want. My FAVORITE album of ALL-TIME is Buckethead's Electric Tears. It's all soft electric guitar pieces done in minor. Colma is my 3rd favorite album ever, and it's almost all acoustic guitar, but with percussion and they're in major. Chicken Noodles (an album he did with Travis Dickerson) is in similar vein to these two albums, using only a Telecaster and a Fender Rhodes. Very gorgeous.
My first Buckethead album was Population Override, which sold me.
If you want crazy shredding compositions, get Crime Slunk Scene first. Then, get Pepper's Ghost (This one is more consistent than Crime, but Crime contains some of his best and most essential).
Good luck.