I think the version on LIVE can be considered the song's studio version since it really was never performed live, it was recorded new for the album.
And it's absolutely one of her BEST songs. I always forget it because of it not being on any album, but when I remeber it, it's easily in my top 10 Stevie songs. It's amazing. I think it's a more poetic band song then The Chain (which is great but more obvious)
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Never Dance with the Devil
He Will Burn You Down
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