This is a great single, rare to the point that if you aren't a fan of Dream Theater (a big fan) don't bother looking. Copies usually go for upwards of $20, and that is a lot to pay for anything, let alone a single.
Probably the biggest reason for buying this (apart from rounding out the collection) is the great track, "To Live Forever", the song that was James LaBrie's audition piece. It is here in all its studio glory (also available live on the Five Years In A Livetime/Images And Words DVD), and it's easy to see why James got in the band. The song really allows him to show off his vocal range, and is a lovely cheese ballad in the Another Day style.
Speaking of which, the single also has a great version of Another Day, played live. Again, not worth getting it for this unless you're a big fan, though interestingly where he drops out in more recent live performances of this song, he keeps the high notes in on this one, nor does he have the live-voice-growl that he works in on Scenes From New York and other later shows. It is recorded in London at the Marquee, though it's not on the Live At The Marquee album.
Aside from this there's the hauntingly beautiful piano ballad by Kevin Moore, Space Dye Vest - though it's the same Awake album version, and a chopped down version of "Lie". Neither of the latter tunes are anything remarkable, and if it's just those you're after, get the album Awake.
Finally, the CD does have absolutely wonderful artwork, which is something to be considered for the collector of course, though as you can see by the photo link above the effect is spoiled somewhat by the various promotional text squeezed around the edges.