I'm a big Mylene fan as well. Getting to see her live in Paris (even among the first few rows once, after waiting 11 hours in line) was a top lifetime experience! I'd go into more detail, but you can find my posts on MFI too. I'll just recommend the 2CD "Les Mots" best-of if you're starting out, and the DVD collections of her music videos if you like those (Volume 1, comprising most of her Laurent directed clips, is amazing).