I read about this site in Rolling Stone... it's a classic rock fan's dream. They've got hundreds of live concert recordings online that you can listen to for FREE (with registration). Everything from Zeppelin to Cream to Hendrix to the Dead, they're all on there. The site is really good and the player is Flash based, so you don't have to download anything.
Lots of good stuff but my personal favorite is this show
with Neil Young, Bob Dylan, and The Band, all performing together in 1975.