Two really good Bright Eyes Albums are Letting Off On The Happiness (something like that) and Fevers and Mirrors. Some song you should pick up right away would be:
If Winter EnRAB
Sunrise, Sunset
No Lies Just Love
To Love and To Be Loved
Touch
From A Balance Beam
Grateful
Drunk Kid Catholic
A Perfect Sonnet
Haligh, Haligh, A Lie, Haligh
If you like most of that, you'll probably like most other stuff he does, though some of it doesn't really appeal to me.