This ones a bit specific to Dylan fans but mine are:
Visions of Johanna on Live '66 - incredible
There’s an excellent version of Idiot Wind from the Hard Rain concert in '76. Can find it on youtube depending on the day (it goes up and gets taken off all the time). 8 mins of pure venom - amazing
Like a rolling stone - Live '66 - Got the ‘Judas’ moment followed by a blistering rendition. Bob at his coolest
I don’t believe you - 66 ‘Albert Hall’ one. Listen to this all the time.
Play it fuckin loud!!
Shelter from the storm is good on Hard Rain too.
Definitely not either of the two times I’ve seen him live (Sydney Arena and Fleadh Festival) - they were both dismal performances 
The first ‘big’ gig I went to was Dylan at the SECC in 2000. It was godawful, with the exception of a nice restrained version of It Ain’t Me Babe. He played a truly dirge-like version of that mega-long one from Time Out Of Mind and sang multiple verses multiple times, making it even more tedious.
I remember reading a review of the full tour in Mojo and the reviewer said Glasgow was ‘the finest rock concert [he’d] ever attended’, which made me really fucking glad I’d not been at any of the others.
As for best live album, I only really know the Manchester '66 one. It’s usually the first thing I shove on when I’m in a Bob mood.
Those early radio sessions which have now been released properly are really good. Love his energetic takes on old blues and country stuff. The MTV unplugged album is good too, shooting star and dignity I recall being especially decent
Going to have to go with the time he did something useful on that fucking roundabout for once
Some great stuff in the Newport folk festival. In 65 in particular. Amazing version of Chimes of freedom and tambourine man
used to be a brilliant version of Chimes Of Freedom on youtube from Newport 64 (or 65) but it’s not there anymore (presume it’s on that Other Side Of The Mirror DVD?). much more forceful than the studio version, his voice sounds so high and nasal but i love it. especially when he gets to “EVERY. HUNG UP. PERSON. IN THE. WHOLE WIDE UUUNIVERSE.”
They’re all shit
Saw him at London Feiss in 2011. I wasn’t expecting it to be good at all, because I’ve heard so many bad things about his live shows. But it was astounding. The only low point was a dirgey Hard Rain, but beyond that, there was an incredible Highway 61 and a spellbinding Cold Irons Bound.
I’m going to say that latter one is my number one Dylan live performance.
2 of my favourites from Newport, dunno which years
-talkin’ world war three blues
-who killed Davey Moore?