I own the concert DVD's below. The ones in bold are among my favorites.

Billy Joel: Live at Yankee Stadium
Chicago/Earth, Wind, and Fire: Live at the Greek Theatre
The Corrs: Live in London
Dave Matthews Band: The Central Park Concert
Dido Live
Eric Clapton Unplugged
Evanescence: Anywhere But Home
Fleetwood Mac: The Dance
Gloria Estefan: The Evolution Tour
Heart: Alive In Seattle
Huey Lewis and the News: Live at 25
James Taylor: Live at the Beacon Theater
Luther Vandross: Always and Forever
Maroon5 Live: Friday the 13th
Norah Jones and The Handsome Band
Sarah Mclachlan: Afterglow Live
Stevie Ray Vaughan and Double Trouble: Live from Austin Texas