https://youtu.be/V4CPezSV198A good place to start...
I prefer their older stuff (shocking) including this one. Their first five albums (1983-1990) are incredible. All for different reasons. I think Mike Scott is a true poet and Fisherman's Blues (heavy traditional Irish music oriented/influenced) is one of my top five revolving favorite albums of all time.
There are some decent tracks on albums after 1990, but albums in their entirety didn't draw me in in the way their first five did. They released an album in 2011 called An Appointment with Mr. Yeats in which all songs are based on the poetry of W.B. Yeats. It's the first album of theirs in quite a bit that I got excited about. Just an interesting concept altogether.
They are (for me) one of those bands (much like the bunnymen) who for whatever reason (shitty management/financial promotion) just didn't break the states and explode in the way U2 and the Police managed to. Never understood why.
Fun fact: Mike Scott wrote an autobiography in which he mentions U2 and Bono in particular...Bono at some point tells Mike to tour his ass off in the States because if his band make it in the states, then they MAKE IT. Mike also wrote that even at a young age and in the youngness of their band (U2), Bono was very much already perfecting the "Bono persona" the world has come to know.
They aren't for everyone I suppose, but let me know what you think!