I bought Hey Stoopid for a dollar at a used cd store on a whim and I can honestly say it's probably become one of my favorite albums of all time. The only Alice Cooper song I ever heard prior to this was Feed My Frankenstein from Wayne's World, and that's probably my least favorite on the album after dozens of listens. How's the rest of his output compare to this one?
Hey Stoopid is a GREAT album.
And way better than Trash, which anyway is the one who made all the money because of Poison.
I agree that Alice's discography is all over the place, that's the beauty of it; I also agree that if you like Hey Stoopid, checking out Trash is the first option.
Then depends on how you want to move on.... if you like the heavy stuff, go for Brutal Planet. If you like the more rock n' roll vibe, The Eyes of Alice Cooper is a nice and fun album. The albums of the '70s should be checked out if only for their historical value: Killers and Billion Dollar Babies first and foremost, but also Love it to Death and School's Out, all made by the Alice Cooper band.
Once Alice went solo, Welcome to My Nightmare is another seminal album that can't be missed. Albums that maybe are a bit overlooked but are quite great are 1978's From the Inside (basically a concept about rehab) and 1994's The Last Temptation, another good to check after Hey Stoopid.