Budokan. It was the band's first live album after I became a fan, and actually, their first new release after I became a fan (between LAB and TOT). I watched and listened to that show dozens and dozens of times in the wait until 8VM came out.
Solid set list, wonderful live performances with great jams and extended solos. It's very much a LIVE show set list, with all the extra stuff added, as well as the impressive "Instrumedley".
The video just looks great, as well, and one of their better looking shows, IMO.
EDIT - AFAIK, Live At The Marquee never got a video release, let alone a DVD release. Perhaps you meant Live In Tokyo? Same goes for OIALT - it should be Five Years In A LIVEtime. And LSFNY wasn't a DVD, but Metropolis 2000: Scenes From New York was, and it only had the SFAM set, as well as the songs from Disc 3 of LSFNY. Other videos from that show made it on to other places, though.
Otherwise, LAB, SCORE, CIM, and LALP are all correct. I guess if you really wanted to, you could also throw in the videos from the YtseJamRecords releases, like the 8VM Tour Santiago, Chile show, or the SDOIT show from Bucharest, Romania. There's also the When Dream And Day Reunite show, which would be one of my personal favorites.
-Marc.