Luis,
For the earlier period I recommend:
Filmore East, June 71
Overnite Sensation
Apostrophe
One Size Fits All
The middle period:
Sheik Yerbouti
Joe's Garage ACTS I, II & III
You Are What You Is
Ship Arriving Too Late To Save A Drowning Witch
Man from Utopia
Also 'You Can't Do That On Stage Anymore vol. 1, 2 and 3' live albums gives you quite a feel what it was to be at a Frank Zappa concert!
Enjoy!