^^What do you like about the albums that you already have?
Purple Rain was done with The Revolution so if you like that 80's synth sound it has going on, then go for his albums starting at Dirty Mind (1980) up to Parade (1986). He hasn't really done that many songs as epic and dramatic as "Purple Rain" so if you're looking for more of that type, those albums aren't really about that. They're more funky, bawdy pop songs than anything.
Sign "O" The Times was done after he left The Revolution but before he formed the New Power Generation. If you like the more rock-ish sound of "U Got The Look" focus on his three albums after "Sign": Lovesexy (1988), Diamonds and Pearls (1991), and The Love Symbol Album (1992). After The Revolution, Prince became more focused on live instruments and less about synths. The bad thing about the NPG, in my opinion, is that while he definitely did some good songs with them, they haven't aged as well since they include timely elements like rapping and jazzy horns and stuff.
After The Love Symbol Album, I would avoid anything he did until 2004's Musicology when it feels like he started enjoying making music for the masses again. The albums he did in the interim feel scattered and aimed more at his hardcore fans than anyone.
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