The second album, self-titled, is fucking mind-blowing. Very Twin-Peaks-ish, "humid weather with dead bodies in a swamp" type stuff. Dramatic as fuck, sell your mother for a copy.
I think they keep getting better with Third being their best.
self-titled is easily the best and darkest, followed by 'third' (man i love that single), with 'dummy' being the worst. all are at least pretty good though.