The best example, I think, is "The Loneliness of the Long Distance Runner". If you listen to the Belgrade 1986 bootleg, you can hear how it cuts the flow and the energy of the concert. No wonder it was dropped, although it doesn't sound like it was particularly tricky to play.
Among the more recent ones, I can think of "Rainmaker" (maybe due to its place in the setlist) and "Holy Smoke".
Contrarily, I think "From Here To Eternity" translates much better live than in studio. So do "Heaven Can Wait" and "Bring Your Daughter... To The Slaughter", in my opinion.