In my opinion Maiden have made fantastic live albums:
- Maiden Japan
- Beast over Hammersmith
- LAD
- Maiden England
- Rock in Rio
- Death on the Road
The only live albums I don't like very much are Donnington 1992, a real live + dead One. The sound is quite poor IMO and Bruce wasn't at his best then.
To choose the best live album from the above, I would have to say LAD.
The atmosphere, the setlist (Phanthom of the Opera!) and the band performance are just superb.