those are all very good, and generally very popular choices aside from Dig Lazarus Dig (which i’m a big fan of though). Let Love In and Tender Prey are usually considered the definitive ones I think. Would definitely recommend Henry’s Dream then of course, which came just before Let Love In but is more acoustic-rock (but better than that description sounds) and Your Funeral My Trial, which came just before Tender Prey and has a similar sort of heroin-misery.
Murder Ballads is also very good and in a similar musical vein to Let Love In but with more murder - some people think it strays into self-parody a bit but I find it very entertaining. also got a big soft spot for The Firstborn is Dead, bit more early minimal post-punk-blues, though it does fall off a bit in the second half and isn’t quite as developed as Your Funeral onwards.
if you’re interested in checking out his slower/quieter stuff i’d recommend No More Shall We Part (more interesting than The Boatman’s Call which i find quite boring tbh. NMSWP is pretty long and gets a bit boring at times too but some of it is stunning) and Push The Sky Away, which again i find a bit more interesting and developed than the newer Skeleton Tree, although the latter packs a big emotional gut-punch of course.