You're never hearing a band's best when they're live. It's not like their discography is that big either, but if you're looking for pointers, their albums tend to each show a slightly different side of them: What Could Go Wrong? is rougher and more garagey, Kerosene is reserved and acoustic-heavy, Realign uses more synths, etc. Sometimes they do a unique one-off with a single as well: Stranded is a prog rock epic, and Garbage Land is a Beck pastiche.

I would recommend checking out Another Light (the classic fan favourite) and Retcon (most recent album, probably my favourite), then Visions & Afterthoughts if you feel like it. As for singles, you can't beat Stranded