Always @ Soldier Field (night 1) on the Circle tour. It took me 10 shows over ten years and a trip to Chicago to get Always, but it was worth every penny. Most of those years it was pretty rare, but by that time I knew it wasn't totally out of the question. I am biased, but I think it is one of the better performances post 96.
I had a similar reaction that very night when they went into Sympathy For the Devil in KTF. It was something I'd been hoping for since the first time I saw it on the OWN tour. It wasn't as powerful as it was in 2001, but still good. This medley performed in 2001 is to date my favorite BJ moment I've witnessed.