If you're new to his work, start with Passion And Warfare. "For the Love of God" is a must have. I'm not sure I can pick a best song. I must say, though, he is the only musician I know where I like every one of his songs.

Once you become familiar with him, then you can tackle his newest one, The Ultra Zone. But if you don't have a good Vai background, you'll get hurt listening to this one...

As for MP3's, I haven't found any.