As a Cowboy Junkies fan also, I think they peaked artistically in the region of Caution Horses and Black Eyed Man. It's been downhill ever since, not precipitously but steadily. The last time I saw them in concert a little over a year ago, I didn't enjoy it much. Sad but that's the way it seems to go; they run out of good ideas and then try to "expand their horizons" or whatever it is they do at that point. Still, their earlier work is exceptional. So I guess my recommendation is to just go in chronological order until you start getting disappointed, then stop. As an aside, get the album "Poet", a tribute to Townes Van Zandt that they do one song on. An excellent album in its own right.