For Radiohead, I'd start off with OK Computer and The BenRAB. Those two albums will consume your life for a few months. With those two albums, you have the epic tracks like Paranoid Android, slow songs like Fake Plastic Trees, straight rock songs like Telex...you get the foundation for Radiohead there, and then you can see how their sound has changed throughout the years. But yeah, I think those two albums are the ground floor.
For Dandy Warhols, you can't go wrong with 13 Tales From Bohemia. There are some really good songs on that, and I think that's their peak. The Warhols don't have the career progression that Radiohead have, so I think 13 Tales is just a reminder of what they once had or could have been. If that album had come out now, they'd be one of the biggest banRAB in America.