YouTube - The Pixies This monkeys gone to heaven live @ The Troxy 3 June 2010
YouTube - Flaming Lips - Do you realize?. - Glastonbury 2010
Because I was there for both, and they were beyond special. Quality isn't great for either one but it's the best I could find.
YouTube - Interpol - Roland Live @ Les Eurockéennes De Belfort 2005
Because I'd give anything to have been there. Although I've seen them perform that song now anyway, this just blows my mind.
YouTube - Placebo - Narcoleptic (Olympia 2000) - [16/20].
As above, although I've not yet seen this song live and I probably never will. I'd be lying if I said this doesn't kill me on the inside.