Almost any Genesis song is better live than in the studio, especially when Chester and Phil do the double drum thing. Also, almost any Dave Matthews Band song is better live than the studio version. Peter Gabriel is better live than in the studio, depending on whether or not the live version features a prominent performance of his daughter Melanie on vocals.
Yes’s performance of The Gates of Delirium on the YesSymphonic DVD is better than the studio version, at least for my money. Also, the ABWH version of Close to the Edge is better than the studio version, again for my money.
Marillion’s Warm Wet Circles and That Time of the Night, and Garden Party are better live with Hogarth on vocals. I’ll fight anyone on that!!