But.
For Rusty Cooley, he only has one album, so that would be the one to get (self titled, available from http://www.rustycooley.com).
As for Shawn Lane, it really depends on what you like. If you're more into rock/pop with some jazz, his two solo albums Powers Of Ten and The Tri-Tone Fascination are excellent (in particular the live version of Powers of Ten). If you think you could get into fusion a bit, I'd say your best bet would be the live album Personae, as it features some of the best songs from his fusion albums with Jonas Hellborg. Shawn Lane also dabbled a bit in carnatic music, I'd say the best of that is his album Icon.
Of course, anything with Shawn Lane in it is pretty good (in my experience, I have all of his albums).
