Okay, stuff to look out for - and they actually (via a Michael Nesmith coup) took artistic control after the first two albums,
These albums are worth checking out, 'Headquarters' (the first to be be played by the band itself), 'Pisces Capricorn Aquarius & Jones', 'The Birds The Bees & The Monkees' and of course 'Head Soundtrack'. They're not consistent and there's usually a small number of Davy Jones clunkers on each album (kinda the 'Ringo' tracks of the Monkees) but there are also some bubblegum psych and garage delights courtesy of Nesmith & Tork.
Tunes to watch out for (just off the top of me head);
You Just May Be The One
The Door Into Summer
Love Is Only Sleeping
Auntie's Municipal Court
Do I Have To Do This All Over Again
Can You Dig It?