John Coltrane (Blue Train, Giant Steps, Ole). Avoid Ascension until you're sure you're a Jazz fan.
"Miles Davis - Bitches Brew" needs a mention for the sheer Jazz-Rock ground breaking-ness of it
"Art Blakey - Moanin'" for the classic Blue Note vibe (title track is actually on GTAIV jazz station JNR!)
"Charles Mingus - Ah Um" awesome ensemble jazz
I could go on.