His really early stuff is a bit patchy and some of his mid-80's stuff is pretty shit. To get a pretty well rounded view (because he's changed style so many times), have a listen to
Early period - Hunky Dory,
Ziggy period - Ziggy Stardust
Thin White Duke period - Station to Station
Berlin period - "Heroes"
80's period - Scary Monsters
90's period - Outside
Comeback period - Heathen (though this ties very closely with Reality so listen to both if you can)
Of course, there's a 3-CD collection which might be about as much Bowie as anyone could possibly want though it stops at 1987 (
http://www.amazon.co.uk/Platinum-Collection-David-Bowie/dp/B000AMUU94).
