pitchfork.tv
Soooo, pitchfork.tv is the best site ever. It's a site full of streaming videos of bands performing live. I've got this little piece of software that allows me to save the videos to my HD, so now, if I play the videos on my TV (which I do), and listen to them on good speakers (which I have), and I'm a little drunk (which is more often than not the case), it always kind of feels like I'm at a show.
(Side note: I saw the Walkmen a while back at the Horseshoe Tavern. Picture the linked video at about a million decibels, and that's kind of what it was like at the show. In other words, awesome.)