I probably listen to IGMOATD the most followed by the live at Kilburn with the First Barbarians the most so I would probably say they are my favourite. But I love all of his stuff up to and including 1234. Didn't really like anything again until some of his stuff from I Feel Like Playing (2010).
He has some good collaborative efforts that not everyone knows about, Mahoney's Last Stand soundtrack that he did with Ronnie Lane that has a few really good numbers on there as well as from his touring with Bo Diddley in the late 80s.
Also worth a look is the single he did with MT and Kelly Jones (of Stereophonics) called coming together that he released a few years ago which shows that the guys really still do have their chops if they wanna create good music.