I would try the plexi-glass oven thing. Just don't assume you're cooking chicken. Not too hot, and only for a minute or two. The major risk here is the scratches the vinyl might get from the pressing surfaces. Maybe try wrapping them with some baking paper, just because it's very smooth, non-stick and heat-resistant.
With the right equipment, vinyl sounds better than any mp3 I've ever heard. Admittedly I don't have the best CD-player around... it's Technics but it makes an annoying little whistling sound when it plays so, from my perspective, my turntable provides better quality than either PC or CD-player.
I've got quite a collection of classical music on vinyl, gathered by my parents when they were my age (it was pretty hard to get western pop music on vinyl in communist Romania

). I grew up with these records and I've started adding to the collection, slowly. I got Jefferson Airplane's Surrealistic Pillow, Aphrodite's Child - 666, Vangelis - Earth and See you later, Mike Oldfield - Ommadawn and Tubular Bells, Iron Butterfly - In-A-Gadda-Da-Vida, Pink Floyd - The Final Cut, Velvet Underground - the one produced by Andy Warhol, The Beatles - Sgt. Pepper's and The White Album, Radiohead - In Rainbows, Portishead - Magic Doors (single), Grinderman - Grinderman 2, Mudhoney - Superfuzzbigmuff, Bjork - Debut and Ralph Towner - Works.