Didn't know that there was an MJ live recording of Come Together from all the way back in the 80s. Cool!
Favorite song, I would say Billie Jean or Man in the Mirror, but for live performances, it's gotta be Another Part of Me:
This recording from Wembley when he was at the height of his career amazing:
https://www.youtube.com/watch?v=1_5C-9TkwjA