I think Closer is fantastic, with some of Joy Division's best work. Ultimately though, Unknown Pleasures is a more cohesive and consistent album. And it has New Dawn Fades which is clearly the best Joy Division song. Therefore I must say that Unknown Pleasures is the most enjoyable Joy Division album.
When I first bought Unknown Pleasures my favorite tracks were disorder and she's lost control. But now they're Insight, Shadowplay, Wilderness, and New Dawn Fades.
I concure, I believe that Shadowplay is the best JD track, the lyrics and guitar solos always give me chills. But, I agree that Unknown Pleasures is the best, but then again 2 albums is hardly a choice.