I am indeed a huge fan of McMurtry, who I think is as good as any songwriter currently out there.
I agree his live albums are excellent, this one and Live in Europe from 2009. His studio albums are also great. You can find his new one, "The Horses and the Hounds," as well as "Childish Things" pretty easily on vinyl, both good pressings to my ears. Others are a little harder to find or pricier, and I do not believe the "Best of the Sugar Hill Years" has ever been released on vinyl, although I play it as much as any McMurtry I own and hope someday it will be.
Lucinda Williams used to write songs as indelible as McMurtry's, but she doesn't anymore. But McMurtry is as good as ever. If you get a chance to go see him, don't pass it up.