Band of Gypsies - His best live recording, bar none!
When Jimi died he was in the process of making a 2-LP studio record ala Electric Ladyland. Instead 3 records were released; 'Cry of Love' & 'Rainbow Bridge', & 'War Heroes' that all featured songs originally slated to be on that original dbl-LP. While Jimi never got to put the finishing touches on it, 'First Rays Of The New Rising Sun' was the last record Jimi made that he actually approved of and the last studio record worth owning. The 1st 3 on yr list were approved by Jimi, these last 2 will complete the collection of music he wanted to have released! Jst quick chk'd Amazon and there's a used copy for $6.99. That's $6.99 well-spent!
I'd also very highly recommend the movie documentary; 'Jimi Hendrix'.