Mine is probably an obvious choice, but I choose the Last Waltz. If you're unfamiliar, familiarize yourself, you'll thank me.
Love hearing Richard sing this song and watching Garth's solo. You can tell the whole band gets a kick out of watching him play. -Definitely one of the best bands ever at their peak with some fantastic performers jointing them throughout. It's always nice when artists/groups exit on top.
So, what's your pick?