It's difficult, because their older albums are doom metal albums, whereas their newer ones are more neo-proggish. I reccomend you start with We're Here Because We're Here, because that's my personal favourite and follow it up with the ones that came before, Judgement and Alternative 4 most notably. The take the newest (Weather Systems). If you ever get interested in checking out their history, you could try out their doom metal albums, the first two they did, or Eternity, which marked their first shift towards a newer sound, but they don't play anything from them anymore.
Discography:
Serenades (1993)
The Silent Enigma (1995)
Eternity (1996)
Alternative 4 (1998)
Judgement (1999)
A Fine Day to Exit (2001)
A Natural Disaster (2003)
We're Here Because We're Here (2010)
Weather Systems (2012)