GodWEENSatan is my favorite one actually. So much going on on that record. The only one I don't care for is White Pepper, which if I recall correctly was the only record of theirs not produced by Andrew Weiss, must be something there.
I haven't really heard the new one either, La Cucaracha or however you spell it. I remember Blue Balloon though, I liked that one.
Amazing rock band, great energy. I love Live in Chicago, one of the great concert videos of any band.