My favorite was Our Love to Admire, but Antics and Turn on the Bright Lights are extremely close behind. I will need to listen to El Pintor at least a few more times to see where it lands; but on first listen, it definitely surpasses the boring self titled album.
As for seeing them, the last/only time I saw them was at Virgin Fest in 2007. The rain started when the guitarist played the first few notes. It was magical.
But, at least two board members saw them earlier this year and told me it was the worst set either had seen this year. Hopefully I can find a ticket on StubHub and see for myself!