Daily Operation is where you should start. That's Gang Starr 101. Then Hard to Earn.
Day one Gang Starr fans will tell you those are their true two best albums. Step in the Arena has a lot of Golden Era classics from the group, and Moment of Truth is their last album where the music was up to their standard. Those four LP's are pretty much untouchable.
The first two Jazzmatazz albums are dope, but it's not going to be the same kinda listen as the Gang Starr sh*t. The other volumes are cool, but hit or miss.