Can't speak to the best or most complete collection of Twain's talks, but
one very useful such collection, edited by Paul Fatout, is "Mark Twain
Speaking", published in 1976 by the University of Iowa Press, Iowa City
52242. It includes some "previously unpublished" material, and a 13 pg
introductory text which discusses his speaking style and speaking
experience.

The University of California's Melvyl catalog shows another possibly
useful source, hopefully available on interlibrary loan.
 1. DISSERTATION
    Donner, Stanley T., 1910-
      The speaking and reading of Mark Twain..  1946.
        UCB   Main      MICROFILM.15487.PS v. 1-2 (1946)