I normally hate live CDs/DVDs as they just make you wish you were at the gig, rather than sitting in the living room watching it on the box.
However, three things I've come across about lately have changed my opinion.
1) Banco De Gaia live at Glastonbury (worth a butchers).
2) Nirvana Unplugged
3) Talking Heads: Stop Making Sense
You all agree with me, don't you? Any others?