The Fire on the Mountain from Egypt is wonderful. They opened the second set on the last night, with it. There was a full eclipse that night. Phil looks so happy and goes into serious Phil overdrive. The rest of the show, umm not so much; but if you want one killer Fire with a Pyramid in the background, this video is worth getting. The video of the band on the Nile river and touring Egypt is also way cool. If you are looking a video with better music quality plus hystorical significance, get the closing of Winterland from 12/31/78.
I'd say the first band to play at the pyramids is historically significant. Plus how more historically significant can something be than one of the seven wonders of the ancient world?!!