If you're new to his work, start with Passion And Warfare. "For the Love of God" is a must have. I'm not sure I can pick a best song. I must say, though, he is the only musician I know where I like every one of his songs.
Once you become familiar with him, then you can tackle his newest one, The Ultra Zone. But if you don't have a good Vai background, you'll get hurt listening to this one...
As for MP3's, I haven't found any.
"When you're a young, long-haired guitarist, no one takes you seriously." - John Petrucci
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