oooh, I’ve seen Banned from Utopia a couple of times locally to where I live. Fantastic musicians.... I went due to a friend of mine being a massive Zappa fan and, whilst I don’t know where to start with 100+ album back catalogue, I certainly enjoyed it - they were great
You start with Apostrophe and Overnight Sensation like any regular folks that might wear tennis shoes or the occasional python boot.
They are usually available as a double CD. Of course if you're listening on Spotify or something then that's irrelevant
If you want to hear some really awesome stuff from Vai check out Jazz Discharge Party Hats and Dangerous kitchen both from the Man Form Utopia album.