In cases where a segue cut-off would be unbearable, I'll join the two tracks, either when I'm ripping them from CD to mp3, or through the online site audio-joiner.com. For example, I have a gazillion King Crimson shows from the THRAK era, and in each case B'BOOM and THRAK are separate tracks, but in those cases I've gone through and joined them together. Same goes with renditions of Talking Drum and Larks' 2 (or improvs that proceed them if relevant). It's been a lot of time but it just makes the experience better.

In cases where there's ending banter, I generally just skip forward before it gets to that point.