It was the Trinity Sessions that put them on the map and is an "audiophile" favorite, for good reason. Recorded live to a single stereo mike in one long take in a church in Toronto. It is exceptional, except for the AC unit making all that nose sometimes!! I was lucky to see them do the whole album live from the table in the front center row at Toad’s Place in New Haven, CT way back when. As mentioned above, they do a sweet "Sweet Jane", which Lou Reed called the best version he had heard :)
I would also second "All That Reckoning", a lot more recent (and there is lots of good stuff between these two). It is great and rocks in a way that many of the others do not. I got to see them play this whole album at City Winery in NYC a few years ago as a five piece band with Jeff Bird on acoustic and feedback electric mandolin. Wish I had a tape of that show. Also got to talk with Margo after the show and say thanks for all the years of wonderful music that the CJs have filled my life with.
Enjoy!!!