Head and shoulders above all others my favorite live album where I was actually at the concert they recorded it in Chicago's Ampitheater is:
UFO - Strangers In the Night. (Michael Schenker is still my favorite guitarist)
Other favorites:
Deep Purple - Made In Japan
Thin Lizzy - Live And Dangerous
Motorhead - No Sleep Til Hammersmith
Judas Priest - Unleashed In The East
Scorpions - Tokyo Tapes
Iron Maiden - Live After Death (Scream For Me....)
Slayer - Decade of Aggression
Testament - Live in London (their reunion concert w original band, its on dvd too)
Exodus - Another Lesson In Violence (w returning Paul Baloff, RIP)
Thats enough for now, dont want to list too many, limited it to 10 but others come to mind like AC/DC, Allman Brothers, Aerosmith, Cheap Trick, and Foghat.