I have some of Giant Sand's early albums. I like the general lo-fi alternative-country style, but my favourite by far is their untypical heavy psycho-desert-grunge album "Ballad of a Thin Line Man".
You'll find various live cuts on their
home page (under "archive").
Also check out related bands:
OP8 - "Slush" is a great album
Calexico - GS rhythm section, "Hot Rail" is good.