Despite having listened them for a decade, I've yet to hear everything they've done--I started with Unleashed in the East and Screaming for Vengeance and jammed everything up until Turbo. I played those first two for a long time as a teenager before moving on to the classic British Steel, the underrated Point of Entry, and the earlier works of Sad Wings of Destiny, Sin After Sin, and (the exellent) Hell Bent for Leather.
Unleashed in the East is one of the best live albums out there and has all the best songs from before they exploded in popularity. It's a snapshot of what they sounded like before 1980's British Steel.
So, which of those LPs have graced the headphones? Screaming, Unleashed, and Hell Bent For Leather.