The big gundown was my first Zorn cd after hearing him live many many times. Painkiller especially for heavy thrashing and Naked City Radio is a hoot, as in some incredible start stop all over the place hysteria. Nobody mentioned Locus Solus which is one of my favorites : ) electric masada 50th birthday cd is so jammin it aint funny, sometimes you do get a little cracked up especially if you see the reactions of co-workers faces when playing it.
"A bookshelf on top of the sky" is a great documentary which I watch over and over to view this what I consider musical genius at work. Those who've experienced Zorn at what used to be named t.o.n.i.c. in nyc no doubt know it so.