Nearly all Joshua Tree and Achtung Baby material improved, in some cases massively, live. But there are the odd songs that just have that something in studio... I don't like thinking of U2 as a band where every album is just a bunch of demos (they might think of themselves that way, and it's a shame). With most bands/artists I like, the album version of whatever is more or less the definitive version. Most folks aren't that great live. But U2, yeah ok.
I think Stay, album version, is the definitive version. Never heard them really nail it live. Ditto Wake Up Dead Man. Ditto The Unforgettable Fire. Some might be surprised to hear it, but ditto also In A Little While. That one is a perfect little bit of lightning in a bottle on the album, for what it is. Never worked live. Lemon or Numb I'm on the fence about as they really did do good work with them during the latter Zootv era, but I'd have to call the album version of the former pretty much untouchable.