In the early 80s, at least, Waiting for the Man was Cale's favorite Velvets song to cover. He turned it into an occasion to do atonal piano exploration and some amazing shrieking. It was the scene of some of the most dramatic vocals of his live career: the tense beginning, the gradual distortion of the vocals as the goods make their way in, and finally the cathartic echoing shrieks. It puts a spring in your step!
I'd like the hear the live version from Berlin, 1984. Rants about Augusto Pinochet and the Emperor Claudius are always welcome.
This solo piano iteration from Christchurch, New Zealand in 1983 may not be the best performance, but it gives you an idea of the intensity of his live shows at the time:
Here's an MP3 (full quality in a Flash player here) of a better performance from John Cale Comes Alive (anthologized on the essential Seducing Down the Door compilation, which is out of print like most essential Cale). It's a good, tight band, but I don't like the recording - it sounds like overlimited, bass-free 80s crap. The vocal, though... it's worth hearing. The other version I have, from the Cale Street roio, is not quite as impressive.