Two of his early ones are "Outward Bound" and "South of I 10", both are very good.
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Sonny is a monster and one of my favorite players. He has ridiculous skills, although his honking, somewhat nasal lead tone can make extended sessions kinda taxing. Madhf picked two of my top choices among his solo CDs, along with Grant Street and From The Reach. However, even though it's a bit less flashy, my absolute favorite is his stuff with the Cajun Zedeco/Waltz/Pop singer-acccordionist Zachary Richard. If you can find "Fatras! Live in Montreal" it's great stuff. "Women In The Room" and "Snake Bite Love" are also terrific (and, IIRC, both feature Sonny).
He also did some very nice work with John Hiatt.
You can also check out the Clapton Crossroads Guitar Festival DVDs for some more great live pickin' from Sonny.