I saw them on Lights in the Sky '08 and NINJA in '09. LITS was sooo much better too, even though NINJA was amazing as well. NINJA didn't have Hurt, but it had Something I Can Never Have, which LITS didn't have.
NINJA was great, but it didn't compare to awesomeness of LITS. I wish I was able to see them back in The Fragile era live. With Teeth Live was still pretty awesome though. I prefer Finck live though tbh.
He kinda reached his drug addiction peak during the Fragile era, but seeing vids of his really early shows is pretty funny and interesting. In a good way though.