The thread about 'The Marshals Are Dead' - undoubtedly one of Bloc Party's greatest moments and head and shoulders above anything off A Weekend In The City IMO - has set me thinking about other bands who've put some of their best songs as b-sides on early, limited release singles or just as demos, nothing more, even though they've been staples of their live set for years.
The Rakes - Auslandmission
My Bloody Valentine - Clair
The Maccabees - Bicycles
are 3 that immediately spring to mind.
I'm sure there are loads more...