Despite the fact that Children of Bodom have some albums plagued with some spottiness in the latter half of the 2000's, these guys have cranked out some metal albums that are nothing short of awesome. These Finns have gained quite a big following around the world, and they deserve it.
If you can, see Children of Bodom live. I saw these guys open for Slayer in Chicago back in 2006 and they kicked ass. In fact, that was my first exposure to the band whatsoever and turned me into a fan.
If you're just starting off with Children of Bodom, I strongly suggest you start off with their first three albums, "Something Wild," "Hatebreeder," and "Follow the Reaper." From there, you can check out the rest of their material and see what other albums float your boat.