My initial reaction is "not another bloody live DVD". We have 2 live DVDs so far, 3 if you count the Jap import of Pumped Full Of Drugs, and not forgetting the Academy VHS (5 gigs altogether). Add to that the endless bootlegs doing the rounds... how many live releases do we really need? Another live DVD would be dull. New Order have a history as innovators, so I'd like to see them innovate the DVD medium in some small way; do something vaguely interesting with it. I know they've got it in them if they just made an effort, perhaps get Saville on board for a visual collaboration? Failing that all the music videos remastered in 5.1 sound with added comentaries would be very nice, and it would sell really well amongst the fanbase. New Order should look at Doves "Where We're Calling From" DVD. That was a fucking great gift to fans: interviews, videos, live, hidden Sub Sub bits etc. they did really well with that one 
Maybe I'm just not that much of a "live" fan (although I loved NO gigs I've seen + am going to Hyde). If it came down to a choice between new studio material (even b-sides) vs. a new live DVD I know which I'd be more excited about. I have a fair old selection of New Order bootlegs (about 20) and I've kinda "got the jist" as to how they are live; mostly awful but on occasion untouchable. Another live DVD would be a cash-in cop out. It's the easiest thing in the world for a band to do: pay a group of engineers to mix and edit the sound, pay Saville for a lacklustre (late) sleeve and bingo... more cash in the bank from fanbase sales.
I'm not saying they shouldn't make money but they should try something different with their next DVD release, for their own satisfaction more than anything else.
Ally.