Based on your shopping list....
Miss Saigon (if so which recording)- The OLC with Lea Salonga is pretty good, but the Complete recording has the entire score, incorporates the changes made for the US productions, and has the wonderful Kevin Grey as well as Ruthie Henshall.
All Shook Up - This is a jukebox musical made up of Elvis songs. If you are a fan you would probably prefer to hear Elvis sing. If you are not a fan, you won't enjoy the score.
The Phantom of The Opera (Canadian Cast Recording) - a good highlights recording of the key songs and it has Colm Wilkinson. I am NOT a fan of this show at all but I prfer this to the poorly recorded London cast CD.
Urinetown - Clever and well performed. It is a really well-produced cast album you will enjoy over and over.
Company (Which Recording) - The original OBC with Dean Jones and Elaine Stritch is unbeatable. This one is a MUST HAVE for any Broadway collector.
Thoroughly Modern Millie - Sutton Foster and Gavin Creel lead a lively cast but the show sounds very dated.
The Fiddler On The Roof New Cast Recording - It is more complete but you are better off with either the original Broadway cast with Zero Mostel or the original London cast with Topol.
Mamma Mia - See my comments on ALL SHOOK UP and apply the ABBA name. This is not a well produced cast album so unless you are a real fan of the show, pass on it.
Sweet Charity (2005) - Scuppered by new orchestrations. Get the original with Gwen Verdon (unless you are a hughe Christina Applegate fan.)
On The Record - There are better collections of Dinsey songs. Pass.
Brooklyn - This show has its fans but few of them would claim the score is one of the great ones. If you saw the show and liked it, get the OCR, but you should pick up some of the others on your list first.
So, COMPANY for sure. Probably URINETOWN as the #2 choice.
May I also suggest (if you don't have them already):
LIGHT IN THE PIAZZA
RAGTIME
PASSION
KISS OF THE SPIDER WOMAN
ASSASSINS
CITY OF ANGELS
INTO THE WOODS
SUNDAY IN THE PARK WITH GEORGE
THE RINK
LA CAGE AUX FOLLES
NINE
SWEENEY TODD
A CHORUS LINE
FOLLIES
CABARET
MAME
HELLO DOLLY
110 IN THE SHADE
SHE LOVES ME
GYPSY
MY FAIR LADY
WONDERFUL TOWN
KING AND I
GUYS AND DOLLS
ANNIE GET YOUR GUN
CAROUSEL
OKLAHOMA
LADY IN THE DARK
ANYTHING GOES
OF THEE I SING
SHOW BOAT
NO NO NANETTE
BABES IN TOYLAND
Cast albums are NOT "soundtracks."
Live theatre does not use a "soundtrack." If it did, it wouldn't be live theatre!
I host a weekly one-hour radio program featuring cast album selections as well as songs by cabaret, jazz and theatre artists. The program, FRONT ROW CENTRE is heard Sundays 9 to 10 am and also Saturdays from 8 to 9 am (eastern times) on www.proudfm.com