My favorite band. You've chosen quite a journey by wanting to get into them. For heaviness, 'The Great Cold Distance' takes the cake, followed by 'Viva Emptiness'. 'Brave Murder Day' is generally the favorite, and is quite good. It's the last album with growling. 'Dance of December Souls' is not heavy, but very dark and emotional (though that applies to their entire catalog).
Just get them all.