You should also try to get your hands on Christy Moore's version, Little Musgrave, my personal favorite - very atmospheric. Maybe it's his glorious voice, but I like the version of the lyrics too.
I've never liked the versions where the lord of the manor cuts off his lady's head and "bounces it against the wall," which provokes an almost comic image rather than the intended. I feel the more powerful version is "He's taken out his long, long sword/to strike the mortal blow/through and through the lady's heart/the cold steel it did go."