If you want to tackle the repertoire of Captian Beefheart and His Magic Band I recommend starting with this CD, although "Safe As Milk" and this one in a 1-2 punch will keep you going for quite some time(It might be too much to digest).
The key here is to turn up the volume and listen to this band work and work. The whole album is full of intense down-home sass with a no-let-up approach. Get the producer out of the studio and let us play!
Don't look for screeching lead guitar or long solos. The best instrument here is the Captain's voice, but the best feeling is the great ensemble work. This band is very comfortable and kicking.
My good friend D.G. has an extensive knowledge of the last 40 years of American and British blues, but had never paid attention to the Captain. This music stunned him, and you too.