I think I read somewhere that Katy Lied was messed up by a faulty dbx noise compressor in the studio. I got the impression that even the master tapes aren't up to snuff because of this incident, but they didn't have the heart to re-record it.
So you may not be able to find a decent Katy Lied.
That said, I don't think the CD sounds too bad.
I've also noticed that the Countdown to Ecstasy CD is pretty good.
And Roundmoundofsound is right about the Gaucho DVD-A. That's easily the best recording I own.
I have used LPs of Pretzel Logic and Can't Buy a Thrill. They're not very good, but they may be pretty worn. Maybe if you can find the original pressing, in good condition, you'd be better off.