A couple of hours after my original post I had to go into town, so I took the opportunity to have a look in the local games store (well, comic shop that stocks games). When we first got Carcassonne they only had a couple of expansions: Traders & Builders (which we bought), and King & Scout. Since then it looks like they've expanded their range a lot - I managed to (finally) pick up Inns & Cathedrals, and they threw in the Games Quarterly 11 mag & expansion for free!

I think the problem we have with Abbey & Mayor is down to the way we play - generally there's not a lot of conflict over cities, and we'll sometimes compete over one large farm, but often the mayor & barn are left sitting in our stockpile virtually unused. We're getting the hang of the wagon (which I like), and the abbey tile is great for filling those otherwise impossible holes, but it just doesn't seem worth it if we're not using some of the pieces. Perhaps we just need more practise with it?
I've been thinking about making some of the fan-made expansions & will probably start with the Novelty tile sets, and some of the ones formerly available on the HiG website (mehrfluss, and the three Landschaften sets) as soon as I can get them looking like the official tiles (I'm a bit of a prefectionist when it comes to things like that). I'll have to have a better look at the others mentioned - I have to confess I haven't paid much attention to them as yet.