Live Phish 1 and 2 are good ones to start with, cus they're in the category of exceptional but still "normal" shows. Live Phish 11 is a good show to try if you want to sample their 1997 funky-jams-era.
if you like shows with lots of covers volumes 13-16 are Halloween shows where they cover full albums. those are all very memorable shows.
At The Roxy 1993 is a great set for their early 90s era, with a 3 show run that covers a ton of their early repertoire with lots of creative song choices.
New Years Eve 1995 is a great one to hear early on too.