When first deciding to listen to an artist, do you tend to start with their most current album or their first? For me it's depends on the artist.
I bought and liked My Morning Jacket's EVIL URGES without having any knowledge of their earlier works. However, when an artist has a large catalog, such as Tori Amos, I like to go back and experience the evolution of their work... Little Earthquakes is wonderful...the Beekeeper; not so much.
Then again, sometimes an artists earlier albums suck...