For pop artists this is not a problem, most of the time. As their catalog are normally not as formidable as jazz or classical composers, and sometime it's nice to find an obscure cover song for some unknown soundtrack or tribute album in the compilations sections. But for jazz and classical artists, the artist page are pretty much useless. You have to know what you want exactly, otherwise you'll get lost. Therefore I suggest Spotify to modify the way the artist page was presented: do not load the compilation albums by default, but put them into a drop-down menu under the main studio releases. And only load the highlight albums for the artists that have too many albums under their name, at the first click. Then give the users options to explore their whole catalog. It would save the users more time, and also help Spotify to reduce server load and to save bandwidth, IMHO.
I compiled some Coltrane playlists for my own pleasure, grab them if they can save you some time as well:
Coltrane: Prestige Albums (99 track 13 hours)
Coltrane: Atlantic Albums (181 tracks, 17 hours)
Coltrane: Impulse! Albums (182 tracks 1 day)
Coltrane: Live Albums(152 tracks, 1 day)
Albums are filed in chronological order. Press Ctrl (Command on Macs) + G to browse in album view. You may subscribe to these playlists and then put them into a Coltrane folder.