My favourite version of Country Feedback is from the Perfect Square DVD however Road Movie DVD is pretty great as well
I also think Walk Unafraid also great live.
I would recommend the three live REM DVD of Tour Film (Good version of Gravity Pull)/Road Movie/Perfect Square as reasonable live albums
Live At The Olympia in Dublin is hilarious live album due to the humour and banter by Michael Stipe
Other great live version includes a strip down acoustic and piano version of So Central Rain from the Unplugged 2001 which I prefer over the original