I voted DTTW because the video release has rocked my world consistently since I first saw it at the age of 16. However MA is just godly in terms of aesthetic/theatrics/creativity. Of course pre-ACSS/Spooky Kids stuff must be mentioned for the sheer magic that was the up-close and personal fire that was the beginning of the wonder and revolution that was Marilyn Manson.
As for tours I've seen, the greatest concert experience of my life was during the 2nd leg of Rape of The World, right when Twiggy returned to the band.
Worst tour I've witnessed on film/heard about from friends is undoubtedly Against All Gods. I felt so bad for Manson during that time. I don't know/remember too much about what he was supposedly going through then, but I just remember him being a complete mess and I wished he could have just cancelled that tour and gotten some much needed rest. Worst tour I saw in person was The High End of Low. Manson, a beer bottle, and a bare stage, with none of the fantastic energy I had witnessed only a year prior. I have high hopes for what's to come next. I'm confident he's going to bring it back.