I like Dougie's live CD too, though his proclivity for having the audience sing along for eighteen thousand choruses (and then another ten by themselves) is really annoying on a CD, I'll admit. And I adore Dougie, too.
I love listening to Alison Krauss & Union Station Live. Though I must admit to a shameful urge to smack Alison silly and scream, "Can't you hit even ONE wrong note? You're making the rest of us look bad! Arrrgh!" I've never heard anyone pull off such a vocally perfect performance live...it's utterly maddening. ;)
This isn't folky, really, but I also love Moxy Fruvous' "Live Noise". Great geek album, including lots of weird little between-song vignettes that leave all but a true Fruhead scratching one's head and going, "huh?"