Longtime fan of the
Pixies here. If you want a general overview, pick up the
Pixies at BBC release, or I think they have a "greatest hits" available too. If you really like what you heard on TV, I too would recommend that you start with
Surfer Rosa/Come on Pilgrim (not sure about now, but used to be available as a single CD), and continue chronologically with
Doolittle,
Bossanova (agreed that this is their weakest album), and
Tromp le Monde.
Be sure to check out
The Breeders -
Last Splash. A side project, lead by Kim Deal (the Pixies bassist). This became her full time band post-Pixies. This album was made during the Pixies heyday and contains a lot of material that would have otherwise wound up on
Bossanova (Kim was not nearly as "present" on that album, which is probably the reason that it is not nearly as loved as their other discs).
Another disc that would be worth checking out is the
Complete "B" Sides collection. I have all of the stuff here in the form of the original pressings of the CD-Singles/Maxi-singles... or whatever the called them back then. So, I never picked this release up. My personal favorite Pixies song can be found here "Into the White," as well as the slowed down
UK Surf version of "Wave of Mutilation." Some of the other cuts may not be that great but the two I mentioned are worth the cost of the disc, especially if you find it in the "used" bins.
Enjoy