While not sonically the best for those super critical, the music on "Live at Blues Alley" is excellent. I've heard most of "Songbird" and it is excellent. I've been putting off buying it on rumors it is coming to SACD.
Just pick one, you can't go wrong. I wouldn't bother with "Songbird" because it's sort of a best of and you'll be buying them all once you hear one. My current favorite is "Imagine" but I'd start with "Live at Blues Alley".
Lin is right, you can't go wrong. I have pretty much all of them, and they all see heavy rotation. The Live album is really great, and I would probably start there.
My wife and I saw Eva Cassidy (again) at Blues Alley at her CD (Live at Blues Alley) release concert. In addition to a wonderful live performance, we bought the CD and lined up to have Eva autograph it and chat briefly about the time we saw her at an outdoor venue and got drenched by a sudden downpour. Eva chuckled sweetly at that memory.