My fave of hers is "Moon Pix". I also really liked "The Covers Album". "The Greatest" is OK, and it will probably grow on me, but it has a more polished sound which I don't associate with her.

I saw her live once and stood about 4 feet from her. She was playing piano in this bar and everyone just stood around the piano watching her. It was cool but also kind of weird. She would just start mumbling during some songs and I could make out small bits of actual words like "be sure to tip your waitress, they work hard". She never made eye contact with anyone and when she finished, she just got up and walked away into a room behind the bar.