Well, depends on what you like about the band. Juju is a classic and the big album to listen to so you can at least infer their dirtier, raspier phase. I really like A Kiss At The Dreamhouse, but that album is pretty damned weird, and Peepshow is all over the damned place. I like Through The Looking Glass a lot too, but if you don't like covers, don't bother. On the other hand, Siouxsie is -good- at those covers. Tinderbox is also worth a listen and I think Kaleidoscope is worth a try. For some comprehension on how they ultimately got bored, Superstition is worth the historic record look, but Siouxsie+transitional '80s-'90s pop is incredibly strange and not necessarily in a good way. In terms of priority, with Ciddyness to account for, I'd probably go Juju > Through The Looking Glass >= Tinderbox > Kaleidoscope >= A Kiss At The Dreamhouse. The rest, you pick up if you liked at least over 50% of the load here.
EDIT: For Juju, if you can find the edition with Israel, go for it - that song is astounding. Do keep in mind the reissue they released in 2006 doesn't have it, though (it does have Fireworks, though, which is also great). Also, this list is by no means comprehensive: I'm sure it misses at least three albums in their discography. The Seven Year Itch live album is also worth picking up, though it shows Siouxsie's voice dwindling some. They did amazing things to Peekaboo (which I know you don't like and I thoroughly agree with your assessment on the base song. The band just makes it really good when they play it in concerts).
