Metallica is the gold standard when it comes to this. Every show they have done since 2004 is on here along with a lot of select shows from their whole history. They offer MP3 and FLAC, along with downloadable artwork. You can also buy just the songs as well, like iTunes, so you can mix and match songs from different shows. Its amazing.
http://livemetallica.comActually it's Pearl Jam. They started this half a decade before Metallica ever did.
Does Pearl Jam allow you to buy individual tracks? Or do they make you buy the whole show? Also do they give away free shows? There was a point in time where if you attended the show you got a download code with the ticket. That's why I said Metallica is the gold standard,because you can't do it any more fan friendly than they do. You can even preview each track just like iTunes. I'm not sure if Pearl Jam does all of that, if they do that's also really cool.
EDIT: I just checked Pearl Jam's website, It doesn't look like you can buy individual tracks, they kind of force you to buy the whole show, also I couldn't preview any tracks and their catalog only goes back to 2007. Metallica offers a lot of shows from 1981 and on, and every show from 2004 until now.
Still, this set up Pearl Jam has is pretty good, I may pick up the MSG show I went to in 2010.
Nah you can't buy single tracks but i like having the full shows of theirs considering how drastically they change the set from night to night. It does go back to 2000. I don't know if you can still buy the older ones directly from them anymore though. The 2000 shows were exclusively on CD. I don't think you could get mp3 or Flac until 2003. Also, the shows that are no longer available for sale they are perfectly fine with being downloaded.