My favourite subject!
http://www.archive.org/details/DavidGray
I'd personally recommend Witnness festival from 2000, WaMu Theater from 2009, Ohio Theatre from 2010, Buffalo from 2010 is good too. From the Lost & Found tour check out Beacon Theatre from 2011. Then there's also solo David from Joe's pub in 2001, Wetlands 1993, the great new tape from 2003 (The Cynthia Woods-Mitchell Pavilion venue), the 9:30 club from 2005 seems to be pretty popular for a LISM tour show etc...
Lots of good stuff to be found there.
You're staring at the sky, but the moon ain't gonna pay our bills.