Well, personally, like someone mentioned, the best version of The Killing Hand is probably on Live at the Marquee album. I mean, personally, I enjoy listening to JLB versions more in general. And WDADU wasn't that well recorded anyway, so it's not like you'll get full on super high studio quality out of it.
If you just wanted to hear all the songs from the album, I'd say just go for When Dream And Day Reunite for convenience sake.
Plus I'm sure there's gonna be a few people here who'd say, "What? You can you leave out the other two songs! They're my favorite! TGP is wrong!"