More than 20 years on and I still think they sound unique and their music hasn't dated too much. I still delude myself that a Cocteau Twins DVD will suddenly appear on the shelves of music stores. I'll have to stick to the videos on their website I think.
That answers the question anyway! I'm working my way through their website videos. Good stuff even if it doesn't include more from Head Over Heels.
Nowadays, I'll very often listen, via Winamp, to Chillout on Digitally Imported or SomaFM's Drone Zone. It's a change from Bolt Thrower, Big Black, Happy flowers etc.
Last CD that I listened to a lot (a year!) on my MP3 while commuting was Ash - Free All Angels. I never really tire of hearing that.