Any from Stockholm, KoC or New Born, because they all build up to a really loud, flashy, energetic jizz-chord finale. The customised outro things they put on the end of the songs usually helps quite a lot.
One thing I have noticed is the fact that the bits they play between songs, that sort of merge them together do change quite a lot from gig to gig, or at least from tour to tour. I've seen a lot of footage in the last year or so, what with festivals and HAARP and stuff, but I was still getting a lot of the outro's where I'd think "not heard this bit before".
Aside from Map of the Problematique, where they usually have the riff from RATM's cover of Maggie's Farm, the improvisation bits tend to shift around quite a lot, which is nice. It makes each concert feel different.