I couldn't pick as they have so much great material. I guess that with the festivals they try to play their most popular songs as it's easier with them to get new fans with those songs. I like how they throw in some rarer songs when they are headlining. I would also prefer if Lemmy did a bass solo segment but I'm not sure if he ever did that. I'd prefer that they didn't do the guitar solos and drum solos during their shorter sets as they could do a song or two in that time.
I've seen some concerts by other bands where the solos seemed to go on forever back in the 80's. For example when I saw Deep Purple, there was a long guitar solo, a long keyboards/organ solo, then there was a bass solo, a drum solo, even the singer Ian Gillan did a bongo drum solo with some accompanyment. I enjoyed Ritchie Blackmore's guitar solo where he ended up smashing a guitar (again I had run up to the stage so I saw him switch his good guitar for a cheaper one before smashing it). John Lord (organ/keyboards did a pretty cool solo but I think I could have done without 'the Teddy Bear's Picnic' that he snuck into his solo.