As people have said, pretty much any Maiden choice is a fantastic one. I would go with Rock In Rio on the whole, because of the absolutely electric atmosphere, the awesome stage, the brilliant performances and the setlist. But you can't really go wrong with Live After Death either, because, come on, it's fucking Live After Death.
I don't have From Wishes To Eternity, but I have the other two Nightwish ones and have to say that while I like Showtime, Storytime, End of an Era is a better DVD in my opinion.
I also got Anesthetize recently and would recommend that one highly.
Outside of these, I don't have that many live DVDs. There are also some that I have but haven't watched yet, like the Rush Replay x3 box set and Coldplay's Live 2003.