I just love "Loop De Li" with Bryan Ferry. Since seeing his performance on Skavlan talk show, I've listened to it numerous times. The sound is a bit low in this one, but look at that setting, magic!
And here's one with "better" sound on Later… with Jools Holland (don't forget to turn the volume down):
You find a great playlist with some of Bryan's live performances here.
Photo credit: Portrait of Bryan by photographer Jason Hetherington. Via The Times.