This one is much more produced than any of her others. She really went all out. Since she was already famous for doing covers, she had to take it a step farther, and she did, in a couple of different directions. First of all, she recorded a bunch of songs written by men, and she tried to find a take on the songs from a female perspective. I don't think this is obvious unless you know it already. Also, she really went all out in the production. There's a version of Slayer's "Reign in Blood" that is the most out-there cover I have ever heard. Also, her version of Joe Jackson's "Real Men" is probably her most faithful cover that she's ever done.
She's doing a live tour (don't know if it's over) in which it's just her again, so if that's what you liked about her, you're better off served seeing her live if you can. If you want that on recordings, you're better off getting her first couple of albums and To Venus and Back -- one of whose two disks is a live album, albeit with a backup band. And some of her earliest EP's from the same period -- China, Winter, and Crucify are good places to start.