Full albums. If it's single songs, then it's only a starting point, or seriously the only songs I really like (might be the case with e.g. Slipknot eventually). But overall, a full album is when I really feel I'm listening to the band and see what they are capable of - what kind of atmosphere they try to create, what kind of message do they have (if any), how well the albums flow, what kind of a journey overall it is. If I really like one album, I'm going to eventually try out the whole discography - but I basically never just go for the entire discography at once, I do it gradually (the only exceptions ever were Dream Theater and Riverside - but it was around a year in case of the former, and around 4 months in case of the latter, so it's hardly "all at once"), and when I really get into a band's one, two, in rare cases three albums in a row, I decide it's time to give the band a break for a while and go for something else.
Something like this.