Live show download links:

MP3s
• Atomic Pope (lots of stuff).
• Butthole Surfers.
• Calexico.
• Elephant 6.
• Giant Sand. (This site also has live MP3s from various members of Giant Sand performing solo/acoustic material)
• Guided By Voices.
• Hood.
• Indie Pop Live.
• Joel RL Phelps.
• Luke's assorted shows.
• Modest Mouse.
• MP3IT (lots of stuff).
• Mr. Bungle
• My Bloody Valentine
• Pavement/Malkmus/Jicks...
• Ride.
• Sebadoh.
• Sigur Ros.
• Slowdive.
  More Slowdive
• Sonic Youth.
• Sparklehorse.
• Stereolab.
• Yo La Tengo.
  Other Yo La Tengo.
  
• Transmission 3000.
• The Weakerthans.
• Ween.
  More Ween

Real Audio
• Digital Club Network.
• Karate.
• KCRW Morning Becomes Eclectic.
• Supersphere Concert Archive.

Keep the links coming. There's gotta be more stuff out there.
Drop me a line if you've found anything else.