ok, going by your fav songs (except vogue since I'm not sure about that)
Memorial Address: Arena Tour 2004, great performance.
UNITE!: In almost all tours. Best: Stadium Tour; with great voice/costume
Duty: Best-Dome Tour; although performed (rather horribly but with great costumes) in Arena Tour 2004-2005 I think.
I Am: only performed arena tour 2002. The one of two memorable performances from the entire tour.
Monochrome: performed twice, once at Concert Tour 2000 (VERY horribly, since she had a cold) and also performed (the most stunning performance ever, way better then the original) in stadium tour.
You can look at images from every tour
here