I can recommend The Further Adventures of Nick Danger as a decent introduction to Firesign Theater (It's on YouTube). A lot of the other stuff I've heard is chaotic to the point of confusion, but Nick Danger does have an actual story that resolves in the traditional way.

Everything You Know is Wrong was my introduction and I also highly recommend it. Absolutely chaotic, but for people who are patient it can be really good the first time through. After a few listens it's just plain incredible.