Here's a reply from a huge Beefheart fan, I have most of his 'proper' albums (ie. not the contractual obligation filler crap) and my favourite is probably Doc at the Radar Station. I'm still looking for a copy of Lick My Decals.
I love Trout Mask Replica but it's such a different experience from the rest of his stuff I think it needs to be treated in isolation as a work of art in it's own right.
I went to see The Magic Band sans Captain a few years ago and they were outstanding.