There are some amazing performances over the years from Prince. I've collected three of my personal favorites. The one above at the Rock and Roll Hall of Fame with Tom Petty, Jeff Lynne and others, is my personal favorite.
They Prince absolutely slays the solo on the tribute to George Harrison for "While My Guitar Gently Weeps." I believe that it is the greatest guitar solo I've ever seen on television.
Next comes this clip that was shot in Las Vegas in 2002 of Prince doing "Whole Lotta Love," a Led Zeppelin cover. It really shows what Prince can do on guitar. Watch the whole video. The guy was just versatile as hell.
Three days after Prince died, David Gilmour played a show at London's Royal Albert Hall. He morphed one of the greatest guitar solos in music history in "Comfortably Numb," by playing the solo from "Purple Rain," then rejoining "Numb" again. It's pretty cool to watch.
It's not the best quality, and got pulled by the Prince camp off of YouTube several times. This isn't in the best quality, as you can't see him very well, but Prince covering Radiohead's "Creep" is pure gold.
This behind the scenes "documentary" on Prince's legendary Super Bowel halftime show is awesome and it is under 10 minutes. A must watch.
I'm not sure what year this is from, as it aired in the BBC at the Brit Awards, but just for his performance of "Purple Rain" as part of a three song medley, is worth the watch.