While the singer's politics don't particularly move me, the Dixie Chicks Live at the Kodak Theater is the best concert DVD I have. One song in particular brings me to tears every single time I play it (kind of embarassing when there's company present). The cinematography and sound are both spectacular and the performances are top-notch.
The G3 concert DVD is also very good (like anybody needs to be told about that one, eh?).