Big Soul Coughing fan here. I saw them multiple times, mostly at CB313 Gallery in NYC, once at Wetlands with Cibo Mato (great show), and waaaay back, in '93 or so, at Nell's, playing to a mostly empty room.
Their live shows were always a sonic treat. CB313 was one of the most intimate venues I've ever seen music at, standing so close to the band that it was almost awkward.
I still have 2 or 3 playlists, handwritten by Mike (or M. Doughty as he referred to himself back then), nicked off of the stage by me at the end of their set(s).