Calexico makes good music. Consistently. I've never seen them live, but would like to. One of the benefits of seeing them live is that they have produced tour-only albums along the way.
But now you can pick them all up without seeing them on tour. Calexico: Selection from Road Atlas 1998-2011 is the compilation of 8 self-released tour albums. Amazon has it for $8.99 right now (17 tracks, including one exclusive to Amazon). But don't take my word for it. Stream it free in full at Paste.