I myself have several. Well first off basically all her performances that I have seen or heard from 1993-1996 are all just amazing.
Highlights for me would have to be the Catspaw Studios set, and the Oh My God/That's The Way I Like It found here: http://www.youtube.com/watch?v=uYZjbsIdTUA (1996, in some guy's room)
There were also two amazing performances of the song 6'1" and Never Said from 1993 on MTV (not on Youtube anymore) that were deleted. Those were some of my favorite live videos I've seen of her, matched only by the previously mentioned Oh My God.
But my very favorite Liz performance is solely on audio, it's Love Hate Transmission (from 1999 or so I'm assuming) and it's just amazing. It's the SHITTIEST quality audio recording of her I have, yet it's magical. The way she says people can get up and dance if they want to at the beginning is captivating. The way she says LO-O-O-O-OVE ha-a-a-te Transmi-i-i-i-i-si-o-o-on is spectacular. The way she does the high part in the middle is equally stunning, in that special way she used to sing when she sang high. Not to mention the masturbation related lyrics solely found on that recording. My oh my it's just amazing.