I have never been to a purely ambient concert (the closest would be [Only registered and activated users can see links. Click here to register]
and [Only registered and activated users can see links. Click here to register]
live), but I'm sure I would prefer to go alone.
Don't get me wrong I like going to concerts together, it can be really cool and fun. But music like ambient is one type of music I'd prefer to go listen to alone, I just wouldn't feel comfortable to drown completely in the music if there are others I know around me.
EDIT: Oh wait, I misread something. That wasn't your question at all...
Well live would be much more powerful, I have been to some noise/ambient concerts and those are much better live than recorded. Mainly because it's a lot louder and you can see someone do stuff.
It depends if you like to listen to music completely alone or don't mind standing in a crowd of strangers.