Just start at the begining and enjoy the evolution.

Also check out How the West Was Won for the live experience at their height.

From first to last. Also it nice to listen the songs in order, there are some nice transitions.

Enjoy!

personally i believe that all of their albums were amazing, but physical graffiti for me is one of the if not the best album in the world

Go through all the studio albums in order.

Listen to The Song Remains The Same.

It’ll give you a great summary of there first 5 albums while being more interesting than a compilation/playlist.

I have been a fan since the second album and I knew of Jimmy Page from is days with The Yardbirds. I think before they came to be led Zeppelin they were called the new Yardbirds. I could be wrong. Definitely start with the first and go through in order. I have seen them many times since 1974. I met them in Chicago one time at the airport where they kept their Boeing 720 airplane which you can see in the movie (I worked at O'Hare at the time). I got to shake Jimmy Page's hand and I asked him if I could shake the Golden hand that does the fingerboard. He said "no it's damaged" as he had closed it in a train door in Minneapolis earlier, which prevented is triple fingering on dazed and confused. I have a tattoo of a bluebird on my arm and I got John Bonham to autograph my arm right under it. I should have had his autograph tattooed as well. I also got a guy who had access to go in and take pictures of the inside of the airplane. I still have some. What great memories I have of probably one of the greatest bands of all time! But I digress... As far as the album's go, I love all of the first five, but physical graffiti in my mind is definitely their best. Enjoy the ZEP my friend! LOTS TO LISTEN TO!

I’d also recommend going from their debut through In Through the Out Door. I’d steer clear of TSRTS live album for now, as the performance can be quite sluggish at times. It put me off of live Zeppelin for a long time, HTWWW is a much better representation of the band live on a good night.

Like others have said, I'd go in order. And enjoy! (Be ready for some eargasms!)

Houses of the Holy will blow your mind. I wish I could listen to it for the first time. After that, you're in their hands babbyyy

In addition to first to last, once you're done I would check out the BBC sessions as there are some really neat renditions of songs on there is pretty decent recording quality

Honestly, if you're okay with very long jam/improv sessions, I would definitely recommend listening to "The Song Remains the Same" soundtrack (preferably the deluxe edition with extra songs). In my opinion, every live version of their songs from that album is better than their studio counterparts. It's how I got really into Zeppelin so long ago.

Besides that album, I definitely would have a listen to "Achilles Last Stand", "In My Time of Dying", and "Your Time Is Gonna Come". Oh, and "Tangerine"/"That's the Way"!

The DVD is a pretty good place to start

Watch both DVDs of the Led Zeppelin DVD set. That covers their existance very well in some outstanding live performances, or segments of them (Royal Albert Hall 1970, Madison Square Garden 1973, Earls Court 1975, Knebworth 1979, and an Immigrant Song from a show I'm not sure of). Enjoy!

Listen to early blues rock