Well, you could start with Hobo's Taunt and move down the years and get `em all (or at least the 5 mentioned on the site; there are others). Or if you just wanted one, get the 1999 Juno Award winning "Heartstrings"... the late great Rick Fielding did some backup work on it.

I have a great compilation CD of his earlier songs called "Collectibles" that I picked up at a Willie concert several years ago, back before his early albums were rereleased on CD. I don't know if it's still in print, but that would be my No. 1 recommendation. "Take My Own Advice" was another good one.