A few I can think of right now:
AC/DC - If You Want Blood (maybe cheating a bit because it's a compilation of songs from different albums, but it's the best live album of all time to me and AC/DC at their rockingest.)
All Them Witches - Dying Surfer Meets His Maker or Nothing A The Ideal (both albums warrant a full playthrough almost always.)
Elephant Tree - Elephant Tree (my favorite album of the last decade)
Elder - Dead Roots Stirring (although Elder keep getting better and better, and are ever more amazing live, this album has a special place in my heart)
Pink Floyd - Wish You Were Here (masterpiece from beginning to end.)