Bath and Leaving Your Body Map are "companion albums" that were both released in 2001. I'd recommend listening to Bath first; not only is it a tad more accessible but when you look at the interludes it's clear that Bath should be treated as the first album (Interludes 1 and 2 are on Bath, and Interludes 3 and 4 are on LYBM).
Also, you can download their new album Part the Second from their website here. It was a fan-funded project and thus was released on the internet by the band for free. It's available in mp3 v0, FLAC, and WAV formats.