JudeL put it pefectly: "I think there is often a divide between those who you enjoy seeing live because of something in their performance/showmanship/interaction with an audience or just the extra energy that is in a live performance, but their recordings just don't reflect that; and those who's recordings are wonderful and you listen to them again and again but have no stage presence whatever and after seeing them once to discover this you don't bother again."

I go to hear showmen live; I listen to musicians' CDs. When they are both, I do both. I can't say it any clearer than that.