You absolutely need to hear her live. Or a live broadcast even *cough*
KCRW*cough*
Or just get The Tigers Have Spoken album (live)
You will be amazed at how good she sounds when in concert. I saw her as the opening act for Willie Nelson when he last visited the Hollywood Bowl. The only reasons I was there was to see Neko live, and to see a Legend at work while I still have the chance even though I'm not a fan.