Yeah Band of Gypsies is great and the Isle of Wight concert is also a great one. Some songs...Machine gun's awesome live, also... who knows, red house, freedom, foxy lady(even though it's over played it's still cool to listen to and watch him play live), Hey baby(new rising sun), Voodoo Child. There isn't a lot of occasions to listen and/or see him play live since there were so few years of his career, so any of them are legendary, you can't really go wrong.
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All of them lol
Start with
Are You Experienced
Axis: Bold as Love
Electric Ladyland
Band of Gypsys
good rare / demo album
South Saturn Delta
good too
First Rays of the New Rising Sun
Check out the deluxe DVD of “Monterrey Pop” This is when Hendrix debute made history. The DVD has his and Otis Redding’s full sets.
Also “Rainbow Bridge” has live stuff from his last years.
Jimi Hendrix live albums? Band Of Gypsys and Woodstock.