Speaking of Waters, his old running buddies Pink Floyd put out a killer live album or two. Pulse being the main one that comes to mind, although the home video version was much better, IMO.
The home vid of Roger Waters & co doing The Wall was most entertaining. I agree that w/o Roger, the songs are lacking. But overall I enjoyed it. Maybe I'm just biased, as The Wall is one of my all time favorite musical offerings.
And a rep point for the man who mentioned G3. If you've never experienced Satch or Vai live, it's a must see. I saw Joe at the House of Blues, and I swear I can still hear "Ceremony" ringing in my ears.