As said, "Live" is an incredibly awesome album, on a par with Alive In Athens, Live After Death, Unleashed In the East, etc.
Songs:
-Majesty, from Battalions of Fear. The best speed metal song ever...ridiculously awesome riff-fest and mad soloing. The intro riff kills.
-And Then There Was Silence, from A Night At the Opera. Excellent symphonic epic with like 80 vocal tracks...has no right to be awesome, but somehow it manages not to bog down in pretense and ends up amazing. Get the single, because ANATO is a shitty album.
-The Script For My Requiem, from Imaginations From the Other Side. Speed metal of pwn4g3. Incredible vocal work.
-Time Stands Still (At the Iron Hill), from Nightfall In Middle Earth. Epic beyond epic...four and a half minutes of complete middle-of-the-battlefield awe.
-Somewhere Far Beyond, from the album of the same name. Another speed metal epic; not as ripping and riff-heavy as Majesty, but more dynamic. Based on Stephen King's Dark Tower series. Awesome chorus.
That'll start you off. Incidentally, Majesty, Requiem, and TSS are all found on that live album.