Lamb of God - Killadelphia
Cryptopsy - None So Live
In Flames - The Tokyo Showdown
Mayhem - Dawn of the Black Hearts
Judas Priest - Unleashed in the East
At the Gates - Purgatory Unleashed Live in Wacken and Live in Cracow
Opeth - The Roundhouse Tapes
I don't often listen to live albums, but here's some great ones with good song selections:
Overkill - Wrecking your Neck
NiN - all the could have been
Alice in Chains - unplugged
Exodus - another lesson in violence
Kiss - Alive!
Iron Maiden - Live After Death
Motorhead - No Sleep 'till Hammersmith
Ozzy - Randy Rhoads Tribute
Judas Priest - Unleashed in the East
Rainbow -Live in Munich 78
Opeth - Roundhouse Tapes