Any collection of modern jazz should include a selection of albums by the Ornette Coleman Quartet on Atlantic Records, produced from 1959-61, and featuring Don Cherry, trumpet; Charlie Haden (or sometimes Scott LaFaro), bass; and Billy Higgins (or Ed Blackwell), drums. Especially worthwhile are Change of the Century, The Shape of Jazz to Come, Ornette!, This Is Our Music, and Ornette on Tenor. (Warning: Free Jazz, a 40-minute improvisation featuring a "double quartet"—two saxophones, two trumpets, two bassists, and two drummers—is a bit on the shaggy side.) The complete works were compiled in a six-disc reissue, Beauty Is a Rare Thing.
My favorites among the later albums include Soapsuds, Soapsuds (a lyrical 1977 duet disc with Coleman on tenor sax and Charlie Haden on bass); Sound Museum: Three Women (a 1994 session with Denardo on drums, Charnett Moffitt on a rousing bass, and—an unusual addition—Geri Allen coaxing tone clusters on piano); and At the Golden Circle (a 1965 live date in Stockholm).*
His pre-Atlantic studio albums, Something Else!!! and Tomorrow Is the Question! (both 1958, on the Contemporary label) feature lovely, lively compositions but they're interesting more by way of contrasts with the Atlantic albums made just a year and two years later. The Contemporary label had Coleman play not with his regular band but with musicians who, at the time, were better known. Shelly Manne is a fine swing drummer, but Coleman isn't swing music. Percy Heath was a great bassist, great enough to ferret out the chords embedded in Coleman's music and pluck the notes that go with them. But simplifying Coleman's complex blues to a swing beat, and reducing his harmonies to standard chords, flattened the music; it's interesting, a stretch beyond most jazz of the day, but a shadow of what was soon to come.
Correction, Oct. 30, 2006: The original version of the article stated that At the Golden Circle was Coleman's one album on the Blue Note label; in fact, he had two others, New York Is Now and Love Call.