The 4Cd box set or Best Of is probably the safest bet to get introduced to this band as it does contain most of their best songs from Roxy music. But if deciding to explore their music more, probably the best start would be from Flesh+Blood as IMO that is their best album.

Quote Originally Posted by jonnyhambone
Do the Strand - Roxy Music
I don't have Flash Player on my computer, buy if you could find their More Than This song video, that is a cool clip.