This may sound like a strange choice for "comfort", particularly as I'm more at home with hard bop as yet, but Coltrane's My Favorite Things will probably always be my "comfort album". Part of it is that I've had it for quite a while, the other part is probably the number of times I've played it. When a disc is your first jazz disc, and it takes a couple of years to go over the edge and become a fanatic, you tend to overplay it a bit!