I have seen him live once, and I thought he was very entertaining - a good night out. From other performances I have seen / heard though, they are all the same format - so pretty much a case of seen one, seen 'em all I reckon.
I also have both albums, although the first on vinyl was a bad pressing and I haven't got around to exchanging it, so don't listen to it as much as I otherwise would - I think its pretty strong though. The 2nd album seems a bit more mainstream to me, more polished. I prefer the first one, it has more soul IMO.