You could try "A-Sides Win" for a general overview - it's a greatest hits type thing. Then again, if you're into them (as I am), you might just want to start on some of the mid-era albums - or, at least, those are my favorites. I heard Koch was doing "re-releases" of all their albums sometime soon - no bonus tracks or remasterings, just getting the discs more readily available stateside...
With Sloan, it's always been about the Beatles influences - they might be fun and upbeat, but it all comes (in part) from the Fab Four. "One Chord To Another" is the early classic - straight up power pop.."Navy Blues" has some really great songs too, with a bit of Big Star sneaking in alongside some nice riffs...and "Between The Bridges" might as well be a Wings record - but I mean that in the best way possible.
Random Sloan (possible) fact: When DGC signed Sonic Youth, they also contracted Thurston Moore to be an A&R scout and gave him the freedom to sign just about anyone - basically, they figured he'd be the one to find the "Next Nirvana" for them. His 2 signings (that I know of) were Sloan and St. Johnny. Neither were ever promoted by DGC and, although both put out first albums that had the "marketable fuzz" feel the major labels were trying to steer towards at the time (a la Sonic Youth), both steered towards more traditional pop early, and ended up being abandoned because of it (Sloan went clean-60's pop, while St Johnny took on the vibe of a harder yet still spacey Mercury Rev)...
 

Kyle,

I had a feeling, you were a Sloan fan. I'll take your suggestions and see what I can find next time I'm at the store. Thanks.