Yay, my thread's got a bite
As far as their albums go, Born Sandy Devotional's definitely the one you need if you only end up getting one of them. The followup, Calenture, is meant to be quite good too - I'm downloading it as I type this. David McComb released a solo album a little while before he died called Love Of Will too - pretty neat stuff (it's got Bad Seeds Warren Ellis and Martyn P Casey on it, so I'd expect no less!).
Just let me know if you fancy a link. That goes for anyone else who's curious enough too.
Also, talking of Born Sandy Devotional;