Good question. Sometimes exploring the work of a composer can be a little daunting, especially one as prolific as Cole Porter. There are a couple of ways you can go about it, largely depending on what kind of person you are in terms of what works for you.
You could go for a compilation CD like The Musicality of Porter
to get a general idea some of his other work and then pick the song you like best and explore that show first. Or you could just go for one of his more accessible shows, like Silk Stockings
, which also has a film version
if you are one of those people who struggles to get into shows via a cast album. Either would be a good way into Porter's vast body of work.
Hope that helps!