I like the Unplugged. I know a lot of people don't, but I thought it was nice to hear different versions of some of his songs.I had never heard Shooting Star before and I like it. I think Dignity is a fine song. Didn't really like Knockin' On Heavens Door. I wouldn't recommend it to a Dylan newbie, but it gets a fair amount of play in my car.
I'd say your library is a pretty good starting point.
Check out Time Out of Mind. I didn't like it first but it has become one of my favourites, probably in my top three or four. It sure is dark.