The CDs to get are:
Ashkenazy/Maazel: Poem of Ecstasy, Piano Concerto, Prometheus. Each performance is definitive. Another good recording of the concerto is from the Chicago symphony. Stick with the Ashkenazy/Maazel first, though. Absolutely avoid Naxos' discs.
Glemser's Scriabin
sonatas volume 1, Naxos label. This set has the best performance of the 7th sonata, and the first movement of the 2nd. Very good performances throughout, including the Fantasy in G minor. His later Volume II isn't as good. I wouldn't bother with it.
Robert Taub's Scriabin sonatas collection. Taub's set has great performances of several sonatas, such as the 4th, 5th, 6th, and the 10th. You can do a lot worse than Taub's set, which only is lacking in the 7th and 8th. The Glemser disc takes care of the 7th, and if you really want the 8th, get Ashkenazy's set or (if you don't care about sound quality), find the rare Sofronitsky disc. Taub's set is much better than Hamelin's, no matter how great Hamelin may be technically. Ashkenazy's set is worth getting if you're Scriabin-phile because I prefer his 1st sonata to Taub's. But, don't get it if you're thinking of only getting a single set.
Sony's
"Horowitz Plays Scriabin" disc. It has the sonatas 9 and 10, plus Vers la flamme and many great short pieces.
Get these discs. They are an outstanding start to a Scriabin collection.
Later, if you want to find great (but sonically-mediocre or poor) performances, get
Sofronitsky's recordings, and Richter's live 6th sonata. Sofronitsky's 9th sonata is definitive, even better than Horowitz'. Richter's 6th is definitive, but there is terrible coughing and distortion.
Scriabin performers/discs to avoid like the plague:
Ogdon.
Paley.
Ponti.
Scherbakov.
Ho-hum discs:
Hamelin's Scriabin sonatas. Hamelin has a great reputation, but even Ashkenazy's very uneven set is better because it has two definitive performances (sonata 1 and sonata

. Hamelin comes very close with the 5th sonata, the only impressive performance in the set, but ultimately fails because he muddles a climactic rhythm that Horowitz drives home with perfection in his live recording. Taub's performance, although lacking pyrotechnics, is also better because it lacks that clumsy spot and isn't strident. It's a great, very different, performance. Hamelin's set isn't bad, but there's no reason to get it. Instead, I'd get Taub's, Glemser's volume 1, and Ashkenazy's (for sonatas 1 and

.
Laredo's Scriabin sonatas. Some of them are pretty good (sonata 7), and some are quite poor (sonata 5). The sound quality is lacking and there's nothing in the set that makes it compelling enough to listen to because of that. It's unfortunate for Ms. Laredo, because her 7th might be up with Glemser's if she had used a better piano and had a better recording setup.
Roberto Szidon's sonatas. Some of them are pretty good, like the 8th. But the set has old analog sound quality and the pianist is heavy-handed in general.