Well, I would say that for all songs prior to OES, I prefer the BIA tour versions (LOG tour for TR). OES tour versions (and OTN even more so since it is over produced) are too polished, too much pensa and pedal steel everywhere to my taste.
With the possible exception of Sultans, for which the sax break is better in the OES tour IMHO (even though I don't like Chris' drumming), and for which the sax-less Alchemy version is a must have as well.
For the OES songs, well, CE is too developped, OES (the song) is nice but too rushed, I don't care much about HF and the Bug...
On the Night has a very nice YAYF though. Also a pretty nice BIA for the OES tour (but I like the Wembley 85 version more, I love the Les Paul, the cheesy synth and the rocking ending !).
Would have loved to have soundboard versions of TOL (unlike most people I love the Pensa sound on this one, by exception), Iron Hand and PONO...
Oh well.