I really like live albums and have plenty of double live albums. For me, the criteria for a great live album is when it is better than the original studio tracks. Two such double live albums have already been mentioned:
The Tubes - "What do You Want From Live"
Willie Nelson and Family - "Willie and Family Live"
I also love Little Feat, Frampton, Live at Leeds (neither the original (1xLP), or complete concert (3xLP) are double LPS), Rush, Rare Earth, etc., but the two I mentioned above get the most playing time on my TT.