DJR i just got Nickelback's "The ultimate video collection" and i noticed on the back of the DVD "Live at home" they also have.
I have been to their last 2 concerts and they absolutely R O C K live. Full on from start to finish and will see them everytime.
Most of these bands have live DVDs
Pink Floyd,Deep Purple,Greenday,The Living End,Jet,Bon Jovi,Nickelback,Simple Minds,Powderfinger,Wolfmother,ACDC,Kiss,Foo fighters, and what most of the others have said.