http://www.townesvanzandt.com/His homepage, run by his widow, Jeanene. She has sound clips and lots of stuff for sale.
I started with a CD that my dad got me for Christmas after hearing about him on the radio--my first thought was, "Who the Hell is this?". It was a compilation of, I think, _High, Low, and In Between_ and _Late, Great, Townes Van Zandt_ (not sure, but the CD cover is purple). I also like _Rear-View Mirror_ and _Live at the Old Quarter_. If you can, my approach is usually to listen to all the sound clips I can find and pick an album that sounds promising to start.
Some of my favorite songs are Highway Kind, You Are Not Needed Now, Greensboro Woman, his renditions of Chauffeur Blues and Cocaine Blues, Tecumseh Valley, Lungs, Flying Shoes, Saint John the Gambler, Poncho & Lefty.