If you are only going to buy one Led Zeppelin album, I recommend How the West Was Won (of course, if you have any sense, you will buy all of their albums, not just this). With How the West Was Won you get three magnificent CDs containing raw, energetic, rocking music recorded live in June 1972. The material is taken from two different gigs in California.
I especially like the long, extended, 25 minutes 25 seconds Dazed and Confused on the disk 2. The complete track is pretty amazing, but once they are around 12 minutes into the jam, it really begins grooving like there is no tomorrow. Just amazing! You never get to hear stuff like this on a modern rock concert. Led Zeppelin works as a seamless whole, the bass, the drums, the guitar, the vocals, all are tightly integrated, yet loose and grooving at the same time. It is truly an unbelievable experience to hear a band play like this. To me, Dazed and Confused is probably the highlight of the album, but it is quite hard to rate the performances, because there are really no flaws in this album. Some great rock, some great blues, some great acoustic material - it has everything.
This triple album is a must-have for everybody. Highly recommended!