I'm a bit weird with CDs and DVDs. I'm fairly poor, so I can rarely justify the expense for both, and in those instances I usually go for the DVD. I went for the Chaos in Motion DVD without the CDs, I bought Metropolis 2000 about half a decade before getting the live CDs, likewise Live at Budokan - DVD's highest priority. Even on its own, it's the full package. You've got the sound, the images, the bonus features, the lot - DVD gets priority, every time.
That said, I tend to get a lot more joy out of the CD. When I'm putting on a DVD, I have to sit down and watch it. Uses all my senses, when I've rarely got three consecutive hours that I want to fill. It's a lot easier to put a live CD on in the background, and I'll go through fairly frequent phrases when I'm properly craving live music. I like the slightly raw, rugged quality, and particularly the energy of a live performance. The songs on One Cold Winter's Night by Kamelot, for instance, tend to outstrip the studio versions by miles. Even when they're abridged! March of Mephisto's gorgeous. There's no use having to take the telly out of action for three hours to enjoy a live recording. Nice to have the images, but the DVD's so much more impractical.
While DVDs are essential, I like the CDs more. So, in conclusion... no idea! Abstaining from voting.
EDIT: Or, having now viewed the results, I'll vote CDs, to even the odds a little. (A very little.)