Speaking of Billy Idol, I highly recommend the Billy Idol DVD "VH1 Storytellers". Performed in a small club. Soundtrack is great (even has DTS). I rarely see it mentioned or in a stored. I ordered from DeepDiscountDvd. Steve Stevens is awesome as usual.
Off the top of my head, I would also have to cast my vote for "The Joshua Tree". In fact, I think I will go listen to it. It's been a little while.