Well obviously Lana's most recent concerts will be her best performances because she's much more confident so she includes a bit more personality.
But I'm honestly not quite sure what her best concert would be because she's had so many.
I personally don't have a favourite live album because there are songs in all her live performances that I don't enjoy but I have a couple favourite live songs that are from different concerts.
Blue Jeans (Live at Glastonbury) and Knockin' on Heaven's door (The one I like goes for 1:23) are 2 of my favourites.