or Government Sessions is an excellent compilation of John Peel sessions.
the real question is when to stop with mogwai, i'd say happy songs for happy people
for twenty minutes, then forget them again
followed by whichever one has Mogwai Fear Satan on, Young Team I think.
It has a lot of their best songs, in great versions and functions as a reasonable 'greatest hits' for their early career.
I'd say come on die young but only because I'm a moody bastard
All of them are good. So just get them all.
This is a good one (can't check quality at work so sorry if its crap)
...but start with the most recent couple (Hardcore Will Never Die But You Will and Rave Tapes) because that is what they are currently doing/touring and so will give you the best idea as to whether they are a band you want to get into in their current form.