Can't help but agree with the crap tonne of votes for SS @ Glasto '04. Total league of it's own, and that's really saying something when you talk about these boys. Citizen Erased (Hullabaloo) is also another top performance for me personally.
And then any live performance of Fury, although preferably the older versions i.e, Wiltern Theatre L.A. or the New Orleans version, which I only recently stumbled across:
http://www.youtube.com/watch?v=keGOgsrO9qM
Not the greatest quality recording, but just listen to that alternate ending where instead of repeating the chorus he recreates the backing vocal! Seriously ace stuff).
One last one that springs to mind, and it might not be considered one of their all time greatest performances, but is definitely one of if not the best version of Space Dementia is this one:
Shivers for the entire duration...particularly the outro.