(No concert DVD's or Blu-rays, unless they have CD's or vinyl/streaming counterparts)
Favorites? Mine is a rather classic rock-heavy list, with a few left-field choices. David Gilmour's Live in Gdansk is perhaps my all-time favorite, not counting live bootlegs (which could be a whole other thread). Steven Wilson's Get All You Deserve I like a lot too, for the choice in material and the way his band really immediately gelled.