I heard bits of them over the years (mainly OOALH and snatches of Close to the Edge): my prog route was Floyd > Rush + Dream Theater.
On a whim (because Newcastle had a brilliant music store called Windows that sold instruments and CDs), I got Keys to Ascension 1+2, mainly because I'd always stopped to look at Roger Dean's artwork. Holy macaroni, what a noise the bass made (the rest weren't half bad either). After that I quickly worked my way through the 70s stuff.
Echoing above: although tracks like Awaken or America (no wait, Siberian Khatru. No, Heart of the Sunrise...) are my fave Chris tracks, I think Relayer is my favourite Yes album. It's everything people (pffftt) hate about Prog, and it's utterly sublime.