I'm die hard Muse fan I've seen them live 5 times and I believe they are probably the best live act ever
Defiantly start with Origin of Symmetry, however Showbiz is an awesome debut album i just don't think they found there sound as a band until OOS. Listen to OOS then Absolution. Then do Showbiz.
The latter two Black holes and Revelations and The resistance are a little more erm.............. commercial? I think they were trying to appeal to a wider audience. I love The Resistance for the haunting sounds the band produce across a number of Tracks, but I wouldn't say its the band at there best.
Oh and if you get chance the Hullabaloo Soundtrack has some wicked b-sides