Young was one of the most important tenor sax players in the history of jazz, and Len Lyons ranks him as "the most innovative instrumentalist in jazz between Louis Armstrong and Charlie Parker."
In his book, The 101 Best Jazz Albums, Len Lyons recommends The Lester Young Story, Vol. 1 (Columbia JG 33502, 2 LPs). Unfortunately, this album is only available on vinyl through Amazon.com.
A good alternative on CD is the British import, The Lester Young Story, which is re-issued on the Proper label and contains four CDs. (Purchase the CD, The Lester Young Story, at Amazon.com.)
Young plays "Mean to Me" from a September 1958 broadcast here: