As a MetClub member I've bought at least every show I've been to see the band at personally since 2003, so it's nice knowing that Metallica offer this service - also, they have the option of purchasing individual tracks, which is great when Metallica pull a rare cover out of the bag
I think GNR should do this, maybe not with every tour, but they should do it with some shows
Having said that, you're going to find people who will say this takes away from the specialty of seeing the band on the night (such as when the band played TWAT in Dublin) and you're going to have people downloading shows and distributing them online for free such as what has happened with a lot of Metallica's shows...maybe that's just the nature of the game though