If you are a newbie in Cale country, buy Close Watch - An Introduction To John Cale.
The best compilation is Seducing Down The Door, which includes a bunch of rarities.
Guts is notable for containing Leaving It Up To You, which was cut from the Helen Of Troy album after the first pressing, because it mentioned Sharon Tate, wife of film director Roman Polanksi, who was killed on August 9, 1969 by the Charles Manson gang, and the previously unreleased Mary Lou.
The Island Years, the budget release Gold, and Ship Of Fools - The Island Albums contain (almost) the same material from his three-album run (Fear, Slow Dazzle and Helen Of Troy) for the label plus a bunch of B-sides and outtakes.
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.