What concert or music DVD's are worth having?

My brother and his wife (how own a copy of every DVD ever made) make fun of me because the only DVD's I have are music videos or concert footage.

I have:
Alice Cooper 'Welcome to my Nightmare' which is not very good.

Jethro Tull 'Living with the Past' worth owning!

Midge Ure I forget the name, but it's pretty good

Queen, very dated

I think there are more but I'm not sure. What concert DVD's do you have that are worth owning?