David Bowie - Live Nassau Coliseum '76 (2010) Lossless

The album "David Live" is a great document of his transition from his rock to his soul phase, but you can tell the band was not at their best and demoralized (indeed, they threatened to not play unless they got a raise, moments before they went on). "Stage" is much better, but by then he had moved on from straight rock 'n' roll, and so you get a wonderful look into what he was doing with his first great experimental phase, but it's not exactly rock.
"Live at Nassau" fits snugly between these two albums during his Thin White Duke phase. It's incredible. The entire band is on point. Davis and Murray were simply Bowie's best rhythm section and they are unstoppable. Likewise the play between rhythm guitarist Alomar and lead Earl Slick is tight and top-notch.
Bowie himself sounds... as amped as you think he'd be at this moment in his life. He's having fun, and there's simply more energy here than any of his live shows I've seen, or heard on any other recording. I love the "woo!" at the end of "Suffragette City". "Fame" almost sounds dirty. "Stay" is ferocious, with him howling over an awesome three or so minutes of intense guitar. Then, a cabaret-sounding "Waiting For The Man", followed by another VU tribute "Queen Bitch", the best Lou Reed song Lou never wrote. And that's just disc one.
The album used to be a bootleg recorded from radio, so the sound isn't perfect. But it was so legendary that Bowie gave it an official release a few years ago. It's now canon, and absolutely deserves a place in any Bowie fan's library.