I'd rather buy live CD's than watch DVD's.
Arch Enemy-Live Apocalypse
Deicide-Doomsday in L.A.
Therion-Celebrators of Becoming
Megadeth-Rude Awakening
Metallica-Live Binge and purge Justice tour.
Slayer-War at the Warfield
Slayer-Still Reigning
Slayer-Live Intrusion
Judas Priest - Electric Eye - Excellent concert, good set, includes all the videos and some old TV performances. Great stuff.
I'm the other way round...I don't buy a lot of live albums...mainly as catalog filler...if I want live, I wanna see it...