They also have a "Best of 1990 - 2000" CD, which might have a few more songs you're looking for:
Even Better Than the Real Thing
Mysterious Ways
Beautiful Day
Electrical Storm
One
Miss Sarajevo
Stay
Stuck in a Moment You Can't Get Out Of
Gone
Until The End of the World
The Hands That Built America (From Gangs of New York)Discotheque
Hold Me, Thrill Me, Kiss Me, Kill Me
Staring at the Sun
Numb
The First Time
I still personally recommend "Achtung Baby" - definately one of their best.