I've put together 14 high-quality original podsafe instrumental tunes from my Penmachine Podcast into a CD album you can buy. It also includes a bonus data DVD with a bunch of cool stuff that isn't on this website. Find out more...
This page of key SNL musical moments (via Kottke) is a pretty good one, but it misses one deserving event: Neil Young's 1989 appearance playing "Rockin' in the Free World," which had not yet been released on album. He was positively explosive, and proved that it's quite possible for an "old timer" act already 25 years into his musical career to blow every then–chart-topping hair-metal band out of the water—and presage the coming grunge trend by two years in the process.
Even the album version still kicks ass, and remains one of my favourite recordings for its squealing-bucket-of-eels guitar solos alone.