My favourite band at the moment, Umphrey’s McGee. These guys know how to play them guitars.
And what’s more they release every live show on mp3 (or FLAC, if you’re so inclined). They play a LOT of live shows. Different set lists every night, some awesome covers.
As a good introduction, I’d recommend picking up their Class of 2010 album, a fan-selected collection of their best live tracks of that year.
Or, if you like, subscribe to their podcast. Ninety minutes of fabulous free music every month. And a lot of podcast back episodes to catch up on!