I agree with that sentiment. In fact, as I just proved with my review of It Bites' "Once around the world", sometimes just one album can be great and the rest either dross or just not of as high quality, so in some ways, going through a whole band's discog could in fact lessen your appreciation of them. Not always, of course, but it just proves there are after all no hard and fast rules when it comes to music.
That said, as a youngster many (many!) moons ago, once I discovered a new artist I usually (providing I liked them, of course!) went out and bought the rest of their catalogue. So it was with Bob Seger, Springsteen and Judie Tzuke, to name but a few.
Another good way to get an idea of an artiste, I always found, was to get a live album. These days of course, it's all Youtube and Myspace, wasn't like this in my day, had to work for a living, blah blah blahzzzzzzzzz......