There a several threads on this subject here at the lounge - you might try a search to get lots of recommendations.
What type(s) of music do you like?
In the meantime, here are a few to get you started...
If you're looking for DVDs specifically
Eagles - Hell Freezes Over Alison Krauss and Union Station - Live Porcupine Tree - Arriving Somewhere Godsmack - Changes And if Blu-rays aren't an option, any of the below in DVD should be very good.
If you're also looking for Blu-rays
Return To Forever - Returns Live At Montreux Pat Metheny Group - The Way Up Joe Bonamassa - An Acoustic Evening At The Vienna Opera House Steven Wilson - Get All You Deserve Dream Theater - Live At Budokan Porcupine Tree - Anesthetize Heart - Alive In Seattle David Gilmour - Remember That Night
I was just going to add this one as well. IMHO, it is much better sound-wise than their previous Live From Texas effort.
I'd also recommend the new Peter Gabriel Back To Front - it is very good... and he plays the entire So album start to finish (with the same touring band he used when it was released).
And since I mentioned one ex-Genesis member, I'll recommend another one... Steve Hackett. He has 2 CD/DVD sets out that he plays all old Genesis songs. Both are excellent, especially if you like the older Genesis sound/songs. He assembled a group of great musicians and also has a few guest appearances. Unfortunately, to date, neither is available on blu-ray.
Genesis Revisited Live at the Royal Albert Hall (2014) Genesis Revisited Live at Hammersmith (2013)
I had the pleasure of seeing Mr. Hackett live a few months ago in a very small concert hall and it was top-notch.