With Spiritualized, I'd say "Ladies And Gentlemen..." is the one to get first, although all four have much to recommend them. Reckon "let It Come Down" is, by a small margin, the weakest one personally but it's still worth getting if you already have all the others.
Can't help you much with Coil, I'm afraid, as I only have "Love's Secret Domain. I'm sure someone else around here will, though...