I don't want somebody to love me, just give me sex whenever I want it

Okay, so Rufus Wainwright apparently gave a concert at Avalon this past weekend, and all the people in my music section were abuzz over how much the Man he is. And I just heard his song "Instant Pleasure," and I've been listening to "Hallelujah" for a week now, and the point is I'm seriously digging this guy.

Problem: I don't know anything about his music. Can anyone point me towards good songs/albums to start with if I want to become a serious Rufus Wainwright fan?