I've had the priviledge of watching them live twice and yeah, everything, *everything* they've ever recorded sounds better live (live as in right-in-my-face live as opposed to live on video, there's a pretty big difference
), certainly the songs they performed when they were in KL last year and Singapore the year before that.
I'm not really sure why either, it just seems more.... real?
A special mention for several songs. Firstly, yeah I agree with Spacecadet, BURN live is epic. Then another live one that I remember fondly is Happy Collector during the KL show. It's a great song on CD but a whole different level live. The KL performance was the first ever public performance of that song too, so that's extra special.
Of their newer stuff, I especially liked Bitter Chocolate and Rock & Roll live. Rock & Roll was expecially awesome, the opening song of their KL show and it blew our collective minds.
AwaTsu is shaping up to be a great live song too, fast stuff like that always works the crowd well.
The song I really, really, really want to experience live?
24 Jikan Plus. I full expect to lose my head if I watch that live.
Edit: Ooh another one that was totally epic. Tokyo Skyscraper! It's a shame that it doesn't get played live more often.