I don't really care for live shows! For one, I dislike being in a crowd, but then also, the singing isn't always as perfect as it is on a recording, so I end up almost always preferring the recorded version.
As far as the live recorded versions, some of those can be interesting to listen to, like Led Zeppelin. I'm not sure I ever would have wanted to have seen them live, but listening to a live recording is the next best thing, without the crowds.