most of the live stuff for the bands i like isn't available to buy but there are tons of bootlegs...it aint harming anyone DLing them...
i do buy any live CD's that do become available...have couple counting crows live CD's...a Ryan Adams live DVD...a few other live CD's kicking about
i like it when the bands do differing versions of their studio songs...
I have NIN's live album and I have Queens of the Stone Age one also. I like QOTSA one because they always go off and start jamming to the song instead of just playing it.
I was going to get the Radiohead live album but I heared a few tracks and they sound pretty much the same as the studio albums (which is great but not worth the $20 bucks)