My favourite from 'back in the day' is A Million Love Songs.
I agree that the Progress album was very different from Circus and Beautiful World - maybe more experimental and a bit too Robbie at times but, The Flood, Kidz and Eight Letters stand out and are as good as anything else they've ever released or recorded. On that note, The Flood, Patience, Said it All and most of all, Shine are my favourites from this time around.
There is an awful lot of Robbie - bashing going on lately. Whilst I agree that the four of them were fine as they were, there are a vast number of very loyal Robbie fans and old school Thatters that were beside themselves to have him back I didn't know I was until seeing them this time around live!
Special mention to Wooden Boat for the sheer Jason-ness of it and how lovely it is live!