Absolutely - Siouxsie's a classic. You may want to start out with one of their single collections like Once Upon a Time, which I think is a pretty well-rounded introduction to their sound. I haven't had much trouble finding CDs myself - try secondhand stores if the larger chains don't have anything. You might also want to check out this site:
http://www.vamp.org/Siouxsie/ . Good luck!