Most things Wright/Pegg/Frost have done together have been very good, even if the influence of one or the other was understated i.e. Pegg & Frost each having small cameos in the amazing Look Around You. Spaced was a superb sitcom that captured a particular British subculture of it's time, Hot Fuzz was brilliant. I haven't seen The World's End yet.
I will have to check out their other stuff too.