I live in Barcelona and I have never been to a LP concert, but I have to say that it is one of my dreams. So though I haven't had a favourite live moment in the flesh and blood, what I do have is the first time I listened to Linkin Park in concert when I bought Live in Texas for Xmas 2003. I still didn't "know" LP as I know them now, for example I hadn't heard of reanimation. I remember putting the DVD in, with the beautiful cardboard case still in my hands and oberserving the art of the cover and booklet, and that was when I knew LP was a band like no other, the energy, the variety, the music...
I have a hard time choosing a favourite song, but Pushing me away from Live in texas is just amazing, It is my favourite live moment, and song. The way it is filmed is so beautiful and when you close your eyes to just listen, you get lost in every note and word. Simply Linkin park at it's best.