According to Wikipedia, their most successful studio albums (based upon chart positions across 10 European countries) have been 'Once' and 'Dark Passion Play':
http://en.wikipedia.org/wiki/Nightwish_discography
However 'Highest Hopes - The Best Of Nightwish' might be a good starting point for you. It's £11.16 on CD, or £7.49 on MP3, from Amazon:
Amazon.co.uk User Recommendation
I'd agree with Chris - Highest Hopes is a great compilation. You might also like Within Temptation, We Are The Fallen (they sound like Evanescence), and maybe Epica as well.