My favourite album is Hunky Dory, my favourite period probably the Berlin trilogy although his closing sequence from Earthling onwards indicates an artist who'd gained a new burst of creativity.
Over this period he assembled a terrific core band. I'm especially a fan of Gail Ann Dorsey, one of my favourite bassists. For a set of great live performances, if you don't already know it check out the Live at the BBC 2000 cd. It's a really good mix from across his career, performed by an artist really enjoying what he was doing, backed by a top-notch band.
From this collection I especially love the rendition of Always Crashing In The Same Car. Although I'm a huge fan of its source album Low, this 2000 version is for me actually better. It's one of his rare personal songs where the emotion, in this case a kind of anguished resignation regarding his then self-destructive habits, comes through very strongly, much more so than on the original.
I have Happy Ending By Gail Ann Dorsey on a compilation, it's great song.