Out Of The Cradle is a masterpiece, but I would say go for
Gift Of Screws because it is an amazing piece of work and there is so much flawless stuff on that album- The Right Place To Fade (aka Twist Of Fate), Wait For You, Great Day, Gift Of Screws, Underground...man, I'm going to go listen to that album now.
And I love
Under The Skin. I think there's mixed feelings about that album amongst the fans on here, but to me it's beautiful. It's a grower, but my gosh there's beautiful stuff on it.
I actually recommend all his albums because they are all so different from each other, but they're still so Lindsey. But take your time. I'm curious to know what you think of the album you select once you've listened- so post back!