You really should get all the CDs, there's only 4 (5 if you count Live & Rare), and they're probably about $12 per CD by now, you won't be dissapointed...Live & Rare is an import though, and you (probably) can't find it for less than $30. It's worth the price, although RATM is in my top 5 favorite bands.
But, if you just want songs, my favorites are:
No Shelter
Voice of the Voiceless
People Of The Sun
Bullet in Your Head
Born of a Broken Man
Sleep Now In The Fire
Down Rodeo
War Within A Breath
Tire Me
Bulls on Parade
Autologic
Clear The Lane
Fistfull of Steel
Township Rebellion
Pistol Grip Pump
Microphone Fiend
The Ghost of Tom Joad
Maggie's Farm
In My Eyes