public broadcasting rocks
Anyone with an interest in jazz will probably want to check out the BBC Radio 3 Jazz page, which is brimming with hours of good music recorded live. I'm listening to a full live concert recording of Esbjörn Svensson trio (EST) right now.
I've been to some great concerts with EST over the years. They're very listenable. I also interviewed the bandleader in 2004. He was a good interview subject, even though I subsequently lost half the interview to technical difficulties.