Try and find, Giant Robot NTT album, it is very rare collectors items. Very nice versions of Jowls and Scapula etc.
What to buy...
With years of Buckethead songs behind me, I would go to the simplest answer: Bucketheadland and Bucketheadland 2
First one is a legend, and second one is just superb, as far as I think.
Then just Giant Robot, and on from there.
I really enjoy the older stuff of Buckethead`s i.e Monsters and robots, Giant Robot NTT etc.
I am also one of those who thinks that Soothsayer isn`t the best there is... Post office buddy rules!

Thanatopsis Axiology is always good to get familiar with, and as bizarre it may and will sound Death Cube K`s Tunnel, and other records.
EDIT: Also those Cornbugs records are pretty funny to listen, if you are not too serious with it.