Depends how much cash you've got to spend, really. You may find people starting to offload the entire Hachette partwork, and as wedgeski says would provide a great insight into most of the best bits of Dredd and his wider world.
The Case Files are a good option if you're into being a completist, but you need to be mindful there are now 31(!) of the things in print, and four additional 'Restricted Files' that compile strips from the annuals and specials. Furthermore, Dredd has evolved in a major way through the years. Early on, it's a not entirely fully formed action strip for a boy's comic. After a few years, it properly clicks, and becomes an absurdist satire on society. More recently, Wagner took Dredd in a less bizarre and more 'future procedural' direction.
If you fancy cherry picking a few bits, I'm sure everyone will provide insight into their favourite Dredd, but I'll go for the following:
- Case Files 5, which reprints The Apocalypse War and a number of other classic strips
- Case Files 6 and 7, which are more or less cover-to-cover classic B+W Dredd
- Restricted Files 2: the best of the annuals/specials compilations, with one-off short strips and great art
- America: often regarded as a high point of Dredd, and very much the story that signalled the strip had grown up. Also works very well as a standalone
Other strong standalone tales to my mind include Titan, The Pit, Mechanismo, and Mandroid (although try to find the original trade, not the more recent digest).
