This is a really close call, as I often think of these as two of my very favourite live albums. I think I'd have to go with How the West Was Won though.
Live at Leeds was probably The Who sounding their tightest but HTWWW sounds more intense to me, and I really get lost in some of the jams that go on, and on, and on...
Probably worth noting I only have the original edition of LAL though. Haven't heard the extended one.
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