I wanted to make the same thread recently.
I also started from Tightly Unwound, it was a total surprise to me and a great album, Too Much To Lose is a masterpiece, but the album as a whole is nearly perfect. The Dawn Raids EPs are also very good, with February 13th being my definite favourite. But then, I got 3000 Days not long ago... I'm truly impressed by most of the songs appearing there, and I'm very interested in getting Variations on a Dream and Little Man (Part Zero, Remember Us, Vapour Trails and especially We Love You). Also, it's the best compilation album I've ever come across, it really feels like getting into the band's history, with the photos and the comments in the booklet... A great band, one I'm going to love when I get to know their discography better.