If you truly want the best of, purchase every album you can. It's too hard to make a single disc or even a two disc set of all of there greatest hits. Granted that they didn't get much airplay other than Weird Science and Dead Man's party, but what about the underrated gems like No One Lives For ever or Goodbye Goodbye at the end of Fast Times at Ridgemont High? Every song they have done is great. Here is an awesome Budwiser commercial they were in
http://www.youtube.com/watch?v=fDll74IfjbE
EDIT: I just realized I still need to buy all the albums I have tempoary MP3 files untill I actually buy them all. I Own the 1st EP, Dead Man's Part, Skeletons in the Closet, and a ton of demos and outtakes.
P.S. Good luck finding 'Good For Your Soul' for a good price. I saw it on amazon for 50 something dollers on amazon used