I Still Haven't Found What I'm Looking For. I just love the production on this song. The way the guitar circles around at the beginning, all the instrumentation.
I was never a fan of the gospel live version from Rattle and Hum, as it seemed a bit too obvious. I've enjoyed some of the live versions, especially from the later part of the Vertigo tour with the In A Little While snippets, but the studio version reigns supreme for me.
I feel the same way about With or Without You. To me the song is extremely intimate and all about atmosphere, and it always seems cheap hearing it in an arena with thousands of bubbleheads cheering it along. Strangely, I thought U2 did a much more successful live translation of the intimately spooky If You Wear That Velvet Dress than they did with WOWY, and it was largely because no one was cheering at all when they played that one...
I would talk about Who's Gonna Ride Your Wild Horses as well, but I don't consider that watered-down acoustic crap from the recent tour an actual performance of the majestic studio recording, so there's no point in going into further detail (the same goes for Stay on the Elevation tour).