Oh, where can I start!!!!
First of all, this entire series:
Jalila's Raks Sharki
jalilah
Number 4 is rhythm identification, and not music per se, but it will be VERY helpful in your journey.
And I simply adore:
Various Artists - A Tribute to Oum Kalthoum #01CV1000051
Dahlal Internationale : Music (Darn it the link didn't work -- search for Amani on this page)
(the 2nd, 3rd, and 6th ones on that page are lovely.)
The Bellydance Superstars cds are pretty good too, although the more recent volumes are mostly pop music. Same for Desert Roses and Arabian Rhythms. I think there are about 5 in each series.
These:
Dahlal Internationale : Music
are nice and dreamy and lovely and lyrical. (Search for Beata and Horacio on this page)