The best compilation is Seducing Down The Door, which includes a bunch of rarities. If you are a newbie in Cale country, buy Close Watch - An Introduction To John Cale. The Island Years and Gold contain the same material.
Cale tracks have turned up on various samplers, soundtracks and tribute albums.
Twenty Cale produced tracks can be found on the John Cale - Conflict & Catalysis: Productions & Arrangements 1966-2006 album.