Prince's best concert boots? This is actually a very difficult question to answer for two reasons. Firstly, because P's career is so vast and varied - you may love one era and want a number of boots from it; you may hate others and pretend it didn't happen. Secondly, because Prince's main shows are ultra-rehearsed, slick productions featuring all the hits, whereas the aftershows feature him at his loosest, incorporating plenty of funk workouts, covers and experimenting. Both the main shows and aftershows, for most of P's career, are worthy of attention.
The best resource for Prince bootlegs is
The Databank, which provides a comprehensive overview of circulating bootlegs ordered by name, date and label.
My recommendations for where to start would be:
The 'City Lights' box set -
http://www.thedatabank.org/city_lights_box_set.htm
Syracuse and the World -
http://www.thedatabank.org/syracuse.htm
Lovesexy Live in Dortmund -
http://www.thedatabank.org/live_in_dortmund_1988.htm
Small Club -
http://www.thedatabank.org/small_club5.htm
Wonderboy -
http://www.thedatabank.org/wonderboy1.htm
These focus on main shows from the 80s - only 'Small Club' is an aftershow, though it is undeniably the most famous and beloved boot amongst Prince fans. There is LOADS of BRILLIANT live stuff from the 93-94 period which is well worth exploring after conquering the basics above.
I would also highly recommend the following studio bootlegs:
Dream Factory -
http://www.thedatabank.org/dream_factory_remastered.htm
The Dawn -
http://www.thedatabank.org/the_dawn.htm
Most, if not all, of this can be found on Guitars101. Enjoy everything you find, but be warned... it may take over your life!