Most of the great blues artists began at the time when the LP wasn't yet the standard, and the industry was focused on singles, so you can do pretty well with anthologies and greatest hits collections.
I'd start with Robert Johnson, Blind Willie McTell, and Memphis Minnie for the original country blues. Then Muddy Waters, Sister Rosetta Tharp and Howlin' Wolf for the move into electricity. Albert King for the transition into post-soul music blues, B. B. King for the perfect blend of blues vocal and guitar. Buddy Guy for keeping the flame right up to the present day.
And there's a wealth of great music to be heard in collections of Freddie King, Bobby "Blue" Bland, Albert Collins, Etta James, Little Walter, Sonny Boy Williamson, Otis Spann, Elmore James, Koko Taylor, Bessie Smith, John Lee Hooker...
A few select non-collection albums:
B. B. King Live at the Regal
Buddy Guy & Junior Wells Play The Blues
Albert King- Born Under A Bad Sign
Robert Cray- Strong Persuader
Willie Dixon – I Am The Blues
Albert Collins, Robert Cray & Johnny Copeland – Showdown!
Fathers And Sons - Muddy Waters
Moanin' In The Moonlight - Howlin' Wolf
Two Steps From The Blues - Bobby "Blue" Bland
ETA: Some fave individual tracks:
Stormy Monday - T-Bone Walker
Hellhound On My Trail - Robert Johnson
The Thrill Is Gone - B.B. King
Born Under A Bad Sign - Albert King
Smokestack Lightnin' - Howlin' Wol
I'm Tore Down - Freddie King
Nobody Knows You When You're Down & Out - Bessie Smith
Shake Your Moneymaker - Elmore James
See That My Grave Is Kept Clean - Blind Lemon Jefferson