NPR has an entire Cat Power concert available here. It's a long one (that's what she-- er, nevermind). I recommend skipping to the 15:38 mark unless you want to hear the opening band. Right around the 23 minute mark she performs her single, "Lived in Bars".
Note: It's ok if this isn't your cup of tea. I've heard many people have been able to live their lives as soulless robots. Whatever, snakes on a plane...
I guess you would call her style of music (for this album anyway) "southern soul". Or what some, crude people, might refer to as "bakin' bread music".
I've added the NPR Live Concert series feed to the site since they have some pretty good stuff (Jenny Lewis and Regina Spektor both in October just to name a few).