I like Evora too. I think at least three of her albums are essential:
São Vicente,
Cesaria, and the early live set
Live in Olympia -- not that her other albums are below par, but these three allows you to sample different facets of her vocal talent.
But, unless you're crazy about her, give her concerts a pass (stick with the
Live in Olympia album instead) -- she has absolutely no rapport with her audience: perfect delivery, business-like glamor, but, unfortunately, no soul. The only saving grace was her absolutely brillant band.