If you're looking for a great first Don Giovanni to listen to, kaethre and sexpansion's suggestions are both excellent.

If you want something exciting and different, I'd go for the Rene Jacobs recording. This is so good and such fun listening, I've found it hard to go back to the classics.

If you want a great first opera on video, I'd suggest the Ingmar Bergman Magic Flute DVD. It's translated into Swedish, but the singing is great, the acting is great, and everything about how it's done is totally charming. Also: Håken Hågegård. I'd do this.