Yessongs is a good live album.
I have eleven Yes lps and to me the best ones are The Yes Album, Fragile, and Close To The Edge. I've never heard Yes on CDs so I can't comment on how good they would sound, but on vinyl those three albums sound great.
If you have a good surround setup and a DVD player that plays DVD-A, check out a DVD-A copy of Fragile, It sounds fantastic.