Au Contraire, I like All the World's a Stage just precisely because it reflects the concert experience so well.
Moving Pictures is my favourite album by them, but A Farewell to Kings, Hemispheres, and Permanent Waves have a special place in my heart, because the first two time I saw them in concert, it was in support of Hemispheres and Permanent Waves. They did The Trees -> Cygnus X-I Book I (in its entirety) -> Cygnus X-1 Book II (in its entirety) -> Closer to the Heart, as well as the entirety of La Villa Strangiato and half of Xanadu -> something else. (Hemispheres tour). Also saw them on Permanent Waves tour, which I didn't appreciate at the time, but in hindsight I like the album a lot better.