Their first album Fourteen Autumns & Fifteen Winters is tremendous as is their most recent Nobody Wants To Be Here & Nobody Wants To Leave.
All their albums are good but Id say those two are the best places to start.
No Cold Days From The Birdhouse or That Summer, At Home I Had Become The Invisible Boy on the set list? Raging.
Edit: This show with the Royal National Scottish Orchestra is magic.