I'm a pretty big Spedding fan, and have seen him not only with Roxy, but with Robert Gordon, John Cale, solo, and with the Necessaries several times in and around New York.
His best record by far is "Hurt", though Guitar Graffiti and Chris Spedding have their good moments. my favorite of his records is Enemy Within-it has a rockabilly feel and some pretty strong song writing, but perhaps not for everyone's taste. A pretty typical spedding moment (and one I love)
http://www.youtube.com/watch?v=BoMTObqsYhQ