My introduction to the Cocteau Twins was a collection of their early singles called THE PINK OPAQUE. It also includes a few quite rare tracks that were not on any of their albums. Is "Millimillenary" in the Box Set? It was an off track that was only on some compilation cassette put out by NME I think.. but it's a fantastic song. Here's the track list of the cd:
1. The Spangle Maker
3. Wax and Wane
5. Pearly-Dewdrops' Drops
6. From the Flagstones
10. Musette and Drums
Though most of the tracks are available, I doubt this collection is very easy to come by.. I got lucky! of course, back in 1988 it wasn't as rare, actually it was their first offical US release. Back then, all 4AD albums were import-only, which I think added the the mystique.. remember those cool 23 Envelope album covers, and the fact that you had to lay down $20 for an album seemed to make those Dead Can Dance and This Mortal Coil albums even better... I mean, they had to be good right?
I will add/agree that Heaven or Las Vegas
is a must have!!