Supertramp - very good. Spanned the space between prog/art-rock and mainstream '70s pop really well. Any decent compilation will serve you well for a start. I'm not sure if I love any of their albums all the way through, but Crime Of The Century, Even In The Quietest Moments and Breakfast In America are all well worth hearing, and give you some of the proggier long-form stuff that will be missing from a compilation.
Cocteau Twins - meh. Their songs all sound the same, so I'd say start and end with "Heaven in Las Vegas", which is the best of them that I know of. And if you love that, you'll have plenty more to explore.
Pearls Before Swine - Balaklava is a pretty good album, although not the most memorable (I bought it last year and haven't spun it more than a few times, but I still can't remember any of the songs). I kind of think of them as a poor man's Incredible String Band (which isn't meant to be an insult).