To me, all the live albums have advantages and disadvantages.
My favourite setlist is on Rock In Rio, and I also think the performance is awesome. The stage set and production are breathtaking. There are some flaws in the set though; the editing on the DVD gets a little annoying and untrustworthy (how come the guitars switch colours in the middle of the song?); Bruce appears like an arrogant little troll at times, and of course there's Janicks solo on "Hallowed..."; while I defend this solo, I still don't like it.
Live At Donington is a magnificent performance, but somehow seems to lack something. It also has the flaws of an awful live rendition of "From Here To Eternity", and in general, the setlist leaves to be desired. Of course, there's the benefit of the moment when H joins the stage during "Running Free".
A Real Live/Dead One is perhaps my least favourite release. When I first heard it on a Stereo system, I was actually checking several times if both speakers work- and they did! The sound has the quality of a better bootleg, and is certainly not worthy of an official Maiden release.
The plus points of this album, however, are some rare live tracks ("Transylvania", "Remember Tomorrow") and the good crowd mix, as well as the decent performance of most tracks. Doesn't save it for me, however.
Live After Death has an awesome setlist, awesome production and awesome musicianship; in fact almost everything about this album is awesome. Sadly, Bruce isn't. His vocal performances on some tracks (e.g. "Aces High", "ROTAM") are outright awful. This does sometimes spoil it for me.
Beast Over Hammersmith is not perfect in many regards. But it has a unique feeling most of the other live albums lack. I get a bit irrational here, but moments such as the spoken intro to NOTB, which is for once not repeated by the audience, but instead echoes over a silent, yet present crowd, makes the whole thing haunting beyond belief. In fact, I think some songs actually benefit from the lack of audience participation; not that I don't enjoy hearing the audience during tracks like "NOTB" or "HBTN", but it just has so much more this way. For me at least. That's why my vote goes to Beast Over Hammersmith.