"Cat Power Sings Dylan--the 1964 Royal Albert Hall Concert" disc 2
(the electric set).
John, a friend of mine said that he thought this second disc is better than the first. I personally prefer the first.
Chan Marshall approaches this material with a certain age and less energy than Robert Zimmerman did, and the recording is also both clearer and more mellow. I like it. I can totally understand why many another wouldn't. I would say try and get a preview of a few tracks from both sides.