Tom Petty recently released The Live Anthology. This is a 4-CD set for less then $20. Tom Petty, Mike Campbell and Ryan Ulyate selected the tracks for this release, and it's as close to a live performance as you'll get unless you go to a few dozen shows to hear all this music.
When they assembled this release, they decided not to play with the tracks (at all.) What you hear is what these audiences heard over the 4 decades that The Heartbreakers have been playing out. There a lots of stories about the songs told as intros, as you would experience in a live show, too.
Drop what you're doing and get this, now.