Kill My Landlord (1992)
Start at the beginning with The Coup's innocent-but-awesome first release.
Steal This Double Album (2002)
The re-release of Steal This Album has all the original songs plus two extras and a long live CD.
Party Music (2001)
Most collections called "Party Music" are a bunch of radio pop to dance to—The Coup plays with double entendre here, using party to mean political party (as in, the Communist Party) as well as a social event. According to The Coup worldview, it can be both at once.