If you've got a highspeed connection, you should be able to find a ton of free and legal bittorrent downloads of Phish shows here:
http://bt.etree.org/index.php?cat=5
My favorite years are probably '92 to '94, but there's plenty of good shows to find from '91 all the way through to 2000.
I got exposed to them a little at the beginning of my Freshman year at college in Fall of '92 and got hooked once my Freshman roommate's taped copy of Picture of Nectar fell into my possession later that school year (and I still hate myself to this day for not managing to catch their classic shows on 2/20 & 21 of '93 at the Roxy in Atlanta since I was at school up in Athens at UGA not very far away and had already started getting hooked). Finally managed to see my first show on 6/30/94, four days shy of my 20th birthday and managed to see only about 25 more. If I could do it over, I would've found my way to plenty more. (I at least got to see Big Cypress and the Halloween '96 "Remain in Light" show at the Omni in Atlanta).