The Downward Spiral is my favorite album so definitely that.
Broken is mostly guitar-driven while PHM is mostly synth, and TDS does both about equally.
Early NIN's the best, so I'd even recommend the remix albums like Fixed and Further Down the Spiral as well, but if ya wanna hear newer, Year Zero is IMO the best post-TDS album.
There's a lot of good free/legal downloads on remix.nin.com under Trent Reznor's profile, including a lot or most or all of the remix albums, plus cool stuff like unmastered instrumental versions of TDS and Year Zero, etc.