My friend got me into them, I listened to Violator yesterday, and my mind was BLOWN. AWAY.
Oh man. Yeah, that album will do it. It's the pinnacle. I assume you're quite a bit younger than me, but that was my gateway to them, back in 1989/90. Other essentials:
Songs of Faith and Devotion - It was their follow-up to Violator, and basically was them going full-on "rock". It's an incredibly solid album. Walking In My Shoes is as good now as it was then.
Music for the Masses - The predecessor to Violator. It has hits and misses, but was essential to them becoming the biggest electronic band in the world. Never Let Me Down, played at maximum volume, is essential.
Some Great Reward - To my mind, their best early "pop" album. The sounds are a bit dated, but Master and Servant is relentless, and Blasphemous Rumors is both haunting and a perfect pop melody.
Playing the Angel - A real return to form for them. Precious is their best single in ages, and A Pain That I'm Used To recalls their 80's "goth" period.