This week I finished Replay, a three DVD set of Rush concert films: Exit... Stage Left, Grace Under Pressure, and A Show of Hands. I saw them live about 12 years ago; they just wrapped up another tour.
Of the three discs, Exit... is by far superior. The remastered sound quality is great. The highlight has to be Xanadu where Geddy and Alex both break out double neck guitars. The clip is available on YouTube, of course the quality is atrocious there, but you can get a feel for the real thing. A comment on YouTube says "these guys put more work into this one song than some bands do in their entire careers!" Probably true....
With the second and third discs (from the 80's) the sound is more homogenized, more filtered, less raw. Grace is notable for Alex's fashion victim pants and white blazer, frequently blowing out the camera. There are less shots of Neil on drums also. Overall, it was a bit disappointing. Show suffers from rapid-fire editing, especially (again) of Neil, who never appears for more than a split-second with the exception of his solo. Their slower, softer side of Rush during this period (Power Windows and Hold Your Fire) makes for a less energetic show (though I personally like many of the songs).
Rush in Rio is another recent DVD of theirs; it captures a really amazing show from a few years back. But once again, the sound quality is less than terrific... I'm looking forward to seeing R30 next!