What a coincidence -- I'd pulled out a bunch of my Keneally stuff just today. Here's a quick capsule review of the ones I have --
"HAT" - the debut. Mike at his wackiest. Lots of Rundgren and XTC influence mixed in with a few complex guitar instrumentals. Some of his most ridiculous and childish songs can be found here. I get the feeling he was trying to make his own hybrid of "A Wizard a True Star" (Rundgren) and "Sheik Yerbouti" (Zappa) here.
"BOIL THAT DUSK SPECK" -- Similar, but darker and more serious. His father died around this time. 30 or so songs. More instrumentals this time, and a bit of metal in there too.
"SLUGGO" -- This one integrates the complexity into more elaborate songs. No more short joke tracks for the most part, and the insane compositions are a lot more subtle and complex. Credited to Mike and Beer For Dolphins.
"NONKERTOMPF" -- Absolutely stunning. If you're interested in pure instrumental progressive rock in a multitude of styles, this is the on. Recorded/overdubbed entirely by himself - piano, guitar, bass, drums, everything.
"DANCING" -- Similar to Sluggo, another elaborate Beer for Dolphins effort
"WOODEN SMOKE" -- haven't heard this one much, but it seems a bit like a "normal song" album for him. Just him showing he can play it straight too.
"THE UNIVERSE WILL PROVIDE" -- electric guitar plus orchestra, music composed by Keneally. Got great reviews but I don't really get it yet.
Recommendation to start:
If you're into absurd humor and eclectic insanity, Hat is a real hoot. If you're more into complex rock songs, try Sluggo. If you love instrumental stuff, Nonkertompf.