A Change of Seasons. I would kill, rape, pillage, smile cannon, etc, to hear that song live, as it is my favourite track of all time.
But really, there are a lot of songs I'd love to hear. As much as I've absolutely loved the two Dream Theater shows I've seen, the setlists have really only been so-so. Here's a list of the songs I've seen Dream Theater play live*, and how I rank them along with the rest of their catalogue (a bit out of date, but nevertheless):
3 - A Nightmare to Remember
9 - The Count of Tuscany
13 - The Dance of Eternity
43 - Constant Motion
54 - One Last Time
59 - Panic Attack
60 - Pull Me Under
65 - Hollow Years (extended)**
67 - A Rite of Passage x2
69 - Home
77 - Prophets of War
80 - As I Am x2
* - I've also seen Solitary Shell (extended), but I rank Six Degrees as one song so I don't have an individual ranking for SS.
** - This ranking applies to the studio version.