In a Priest-Driven Ambulance is my favorite. Their best album all around - the "Jesus" trilogy is fucking great and the What a Wonderful World cover is one of the best closers I've ever heard. Oh, and Five Stop Mother Superior Rain is wonderful too, of course.
I'm partial to their earlier noisier stuff. I like Soft Bulletin and Yoshimi too, but I maybe pull them out once or twice a year. I think they achieved that whole "21st century orchestral pop Pet Sounds" thingy better on Zaireeka than the SB or Yoshimi. It's a shame it's such a bitch to listen to properly (even if it is well worth it when you can), else it'd be held in much higher regard. At War With the Mystics was just crap, sans about three songs.