Roger Waters’ Radio KAOS tour in 1987. More than just a concert. They had us believing that an accidental nuclear exchange between the superpowers was unfolding, then we were saved at the last minute. Very uplifting.
That wold be number 2 for me.
That would be number 3.
Number 4 would be Rush’s Vapor Trails tour, even though I’d seen them 7 times previously.
Tremont Music Hall, Charlotte, NC (standing room for maybe 300, no seats) - Crowd surfing at 311
My favorite usedta be Roger Water’s In The Flesh tour a couple years back, but it was recently replaced when I saw the Air concert at the Bowl a couple Sundays back.
Awesome awesome awesome. Booyah.
This is an easy one. The Tragically Hip at Saratoga Winners in Latham, NY in 1994. It was right before Day For Night came out and they were doing a small US club tour to practice the songs before their Canadian tour. Spirit of the West opened up for them (they also put on a great show).
We drove 3.5 hours and got there at 3:00 and the place didn’t open until 8:00. Of course, the only other group of people in front of us were some rabid Canadian fans, which is why we got there so early–we knew they’d be there. They always are. 
So my group ended up in the front row. The Hip have such raw energy. It’s fan-f*cking-tastic! I was honored to have Gord Downie sweat on me! I had seen them before in Montreal, but that was a big outdoor concert and this blew that experience out of the water.
To top it off, we met Bobby Baker (very cool guy, friendly) and Paul Langlois (VERY drunk guy!).
Getting home at 6:00 am sucked, but it was soooooo worth it! I’ve seen them several times that this was the best!
Since there has been a lot of mention of Roger Waters and Floyd I will mention concert experience number 2. Pink Floyds The Wall performed by Roger Waters and friends at the Wall, Plotsdamer Platz Berlin.
There are benefits to being in the Army 
I distinctly recall one Saturday afternoon in the late 80s, when my brother, his buddy & I were hanging out in my parents’ kitchen wondering what to do that night. I remembered a guy that I worked with had mentioned something about a band playing for free at the U. of Buffalo (which was just about a mile away.) My brother & his friend didn’t seem too enthused (they were into Metallica, I was into the Grateful Dead), but with nothing better to do they decided to check it out.
“What’s this band called?” my brother asked.
“Dunno,” I said, “Something like ‘Hot Pepper’.”
“What a stupid name! Sounds like a fag band!” my brother invected.
But we went anyway. There were a couple hundred folks there when we got there, even though UB has several thousand students. Lots of punky-looking kids that my brother & his friend sneered at. This was not a good omen as far as they were concerned.
And then, the Red Hot Chili Peppers blazed onto the stage. And they were like nothing we’d ever heard of, or seen before. And they rocked!!! And they did a kickass version of “that Stevie Wonder tune.” And I, and my brother, and his buddy were sold from day one.
Woodstock. The original.
I’ve seen TFUL282 twice and they were absolutely amazing both times. For my money they are the kings (and queen) of layering guitar sounds.
I saw both of these tours as well. I can vouch that they were both great. In fact, the WOMAD show was the first concert I ever went to (I was 16).
But, I am pretty sure that it was Paula Cole that sang with Peter Gabriel at both U.S. WOMADs, but maybe you are a luckier person than I!
I saw the Black Keys last night for the first time. If you like bluesy music that kicks ass, the you will like the Black Keys.
And Pearl Jam in Rochester in 1994 was awesome.
Oh, I just remebered my best experience:
Bonnaroo 2002 (I think that was the first one). Words cannot describe how much fun I had there. The second one was also great, but not as good as the first in terms of the great time that we had. I didn’t go this year 
Genesis, “Duke” tour, summer 1980, at the Kiel Opera House in St Louis. IIRC capacity at the Kiel Opera House was around 3500, so it was a fairly intimate show for a band who, while they had been around for a while, we’re on the verge of really making it big.
A close second was Frank Zappa at the Uptown in Kansas City, probably around 1985 or so. The seat numbering on the tickets was very cryptic and none of us had ever been to the Uptown before, so we show them to an usher when we walk in and he says “Follow me.” So we’re following him through the place, getting closer and closer to the stage, and thinking, wow this is pretty good. He stops at a table at the foot of the stage, just right of center, and says “Here you are.” It would have been an absolutely amazing show even if we weren’t sitting right in front of the stage, that just made it even better.
Phish played at a small local theatre (McCauley?) in 1993. A friend was really into them and I had a couple of the cds. I can’t quite put my finger on exactly what was so great about it…of course the playing was fantastic, the energy boundless. They had lights and put on a “show”, but it wasn’t just the theatrics, and when Trey and the other guy were bouncing on trampolines in unison, and just playing the crap out of their guitars, I knew it was a good night and a unique experience.
Most certainly not Syd Barrett, as well!
My favorite shows have been …
Depeche Mode … the Devotional tour, October 29, 1993.
VNV Nation … the Futureperfect tour, November 16, 2001
Anything Box … One off date in Chicago, July 3, 2000
Skinny Puppy … Greater Wrong of the Right tour, June 16, 2004
Grateful Dead - New Year’s Eve - Oakland Coliseum, 1987. My first show. I was 17.
Grateful Dead - “Mardi Gras” - Oakland Colisuem, 1995. My 10th show. First date with my (future) wife.
Grateful Dead - Sam Boyd Ampitheater - Las Vegas, 1995. My last show.
Well, nothing I got comes even close to Ogre or BrotherCadfael’s stories, but my favorite concert experiences (I haven’t been to that many):
Also in Athens, the first Poi Dog Pondering show I ever saw was at the Georgia Theater. They had a screen set up behind the band and a film loop running throughout the show, running stuff like family photos of the band or the skeleton-fighting scenes from Ray Harryhausen Sinbad movies. For one song, “Circle Around the Sun,” the film started playing an old 30’s-40’s cartoon about some mice building a rocketship. The song is slowly building and building, the mice are doing their thing, and nobody in the audience can see the connection. Eventually, the song reaches its climax, the lead singer blows a whistle, the cartoon on the screen behind them shows a title card reading “And off they go!” and the rocket takes off, and every member of the band goes off on this big improv/jam session. It was just so perfectly timed, one of those “holy shit that was cool” moments.
I am jealous. Any Genesis show is well worth seeing. If they closed with Phil Collins taking on Peter Gabriel’s The Kinfe, then you saw something that I am truly envious of.
Back in (roughly) 1967 or thereabouts, I heard Igor Stravinsky conducting some of his own works (including Firebird and Rites of Spring, IIRC) with the Chicago Symphony. Now that was a concert…
December 1, 2001, U2 at the Ice Palace in Tampa. I was in the first row, up against the barricade, dead center between Edge and Bono. The guy friend I was with ignored my advice about holding his ground and he ended up standing behind me–it was like having a personal bodyguard in the middle of a mass of people. It was like it was a personal show, just for me. Absolutely amazing.
I saw Tool live in Sept. of 2002 and I knew then that I could die happy. 
Other than that, I’ve been to a handful of Ozzfests (System of a Down, Korn, Chevelle, Slipknot, Sevendust, Godsmack, Manson, Zombie, and on and on) and loads of country (Alabama (who seriously rocked), Martina McBride, John Michael Montgomery, Lorrie Morgan, etc.) concerts because I used to coordinate special events at a casino. I saw a lot of comedy acts that way, too. Bill, Louie, Bobcat, etc.
My mom and I went to see REO Speedwagon together this summer.
Area:One - Moby, New Order, The Orb (LSD & ecstacy)
Area:Two - Moby, Bowie, Tiesto, Blue Man Group
Any Coachella (Air at sunset surrounded in that beautiful location was a highlight this year)
Any U2