Used to have U.D.O. on our sponsorship wish list. One of these days, I think Glenn might make it happen.
In regards to the U.D.O. back-catalog: I've always ranked U.D.O. right up there with Overkill. Never compromise and just keep on cranking out material. Obviously, they carve out a living doing what they do. Some are better than others, but you always get some rock-solid metal.
Recommended:
Animal House (basically an Accept album)
Faceless World (Udo stepping up to modern times...at the time)
Holy (seems to be the most overall respected release in his discog)
Man And Machine (just a fun, solid album)
Mastercutor (I liked this album...slam-bang fun)
Hope that helps!