Oh god, someone pointed me to this site the other day, and I've been eternally grateful:
Etree's audio archive
It's a database of live shows from various bands. There are too many awesome ones on there to mention, but you'll need SHN and/or FLAC codecs for Winamp to listen to the songs, and some kind of program to convert the files to .wav if you want to burn them to a disc. Necessary codecs and programs can be found by searching around on that site, or going here and looking around.
The files are huge (up to 1.6-7 gigs for 1 show), but they're lossless recording, and you can just burn the shows to discs, then delete the source files from your computer. Lots of different musical styles on there, but there is a focus on bands that like to jam... because those are the bands that want people to hear their live show for free. Most shows are recorded by tapers who trade shows, usually through a microphone setup (but be on the lookout for soundboard shows; they're great sounding) and give the feel of a concert pretty well. Bands trip thinks you should give a listen on there:
Disco Biscuits, Keller Williams, String Cheese Incident, DJ Logic (awesome awesome awesome live show), Sound Tribe Sector 9, Yonder Mountain String Band, Rusted Root (not great jammers, though), Addison Groove Project, Karl Denson's Tiny Universe, Bela Fleck and the Flecktones, Derek Trucks Band (Duane Allman's successor-- probably a better guitar player, too).
Ok, there is a lot of stuff on there that is worth listening to.
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Sex Piano.