Very jealous of that.
Similarly I saw Sonic Youth play the entirety of Daydream Nation at the Roundhouse. Fantastic but those album only concerts do take away some of the spontaneity.
Don't think you can go wrong with Surfer Rosa or Doolittle, their first two albums, it is difficult to pick one. But then I would go back to their EP 'Come on Pilgrim' which also has some great tracks not on the LPs.