When we were first promoting our book, I made up a recommended selection of live performances of some of the songs that were used in the sermons we'd selected to publish. The main effort was to help illustrate what was then (2003) the relatively little-acknowledged notion that U2's work had enough substance that it should be of interest to people with theological training and religious leaders. Most of the moments I selected were intended to demonstrate how U2 added spiritual content to their works live, to document the importance of audience participation, and so on. (There were other concerns too, like having performances from different eras...)
I figured "Please" had to be included, since the book was titled from its chorus. The performance I went for was an acoustic version from after 9/11 with a long spoken introduction by Bono. Turns out that performance is now on YouTube, in much better quality than I had seen.
Incidentally, while we're on YouTube, a lot of the performances I chose were not filmed, but here are a couple of others that were, if you're curious:
Walk On from Tribute to Heroes
Streets from Rotterdam Popmart