Mogwai - Special Moves
This album is absolutely incredible. The sound on this unbelievably good for a live album to the point that I listen to these versions of the songs over the studio versions most of the time. The sound is just so powerful and rich. The setlist is also excellent, picking some of the best songs off each of their studio albums. If you've never listened to Mogwai and want something to start with, I would definitely suggest starting with this.
Also, the Burning DVD that comes with this is beautifully shot, even if it's fairly standard footage.
Hunted by a Freak
Mogwai Fear Satan