There are two live concert dvd's that I really rate 1) Opeth - Lamentations and 2) Enslaved - Return to Yggdrasill - Live in Bergen.
Awesome, awesome concerts, I would have loved to be there in the flesh.
I can't stick to just 5
In no particular order:
Rotting Christ - Theogonia
The Red Chord - Prey For Eyes
Swallow the Sun - Hope
Evile - Enter The Grave
Fueled By Fire - Spread the Fire
Aborted - Slaughter & Apparatus
The Absence - Riders of the Plague
Amorphis - Silent Waters...