It's a rare act that can sound good in concert, but even rarer are the ones who sound even better live than they did behind all that slick studio production. Some off the top of my head:
only example i can come up with right now is Alice in Chains 'Unplugged' session. Several songs on there sound really superior to their original counterparts [link]
Kamelot: [link]
Rhapsody of Fire: [link] [link]
Frank Zappa: [link]
Blind Guardian: [link]
Porcupine Tree: [link]