Rain Dogs
Swordfishtrombones
Franks Wild Years
IMO aren't cake/steak different as they're usually called his cabaret trilogy, however
Closing Time
Rain Dogs
Bone Machine
Black Rider
Mule Variations
might be.
Many would call the above trilogy the musts, but I'd go one from each period
3 for 1 Box Set (okay cheating) or Asylum Years
Franks Wild Years or Beautiful Maladies
Mule Variations
as an intro. Plus for whatever it's worth every few years I keep going back to Bone Machine. FWY and MV get the most listens though.
There was a really great early anthology, however it was never released on CD. If anyone wants to reconstruct it with MP3s, etc. below is the track listing.
1. Old '55
2. Diamonds On My Windshield
3. Looking For The Heart Of Saturday Night
4. I Hope That I Don't Fall In Love With You
5. Martha
6. Tom Traubert's Blues
7. Piano Has Been Drinking (Not Me), The
8. I Never Talk To Strangers
9. Somewhere (from "West Side Story")
10. Burma Shave
11. Jersey Girl
12. San Diego Serenade
13. Sight For Sore Eyes, A