Actually they had a greatest hits come out last year I think you should pick that one up first, but also Siamese Dream is my favortie album of theirs. And the only one I think that is equal to Mellon Collie and Infinite Sadness. Their later stuff (Ava ADORE and Machina) are a little different from their earlier stuff. More industrial, less grunge guitarish. I prefer their earlier stuff like Gish and Pisces to their later stuff though.
Also the band Zwan (lead by Billy Corgan) had an album come out a couple years ago worth checking out if you find yourself still craving more.