i've gone to craptons of concerts/shows, but these stand out:
Sugarcubes/Public Image Limited/New Order - Philly '89 (?) - my first big concert *ever*
Fugazi - Philly '91 - small venue at drexel's campus, but those guys put on a show
Skinny Puppy - Philly '95 - had the most interesting stage show i've ever seen
Chemical Brothers (live PA) - DC '97 - the bass in the room was *BOOM*ing and i was euphoric
Front 242 - NYC '01(?) - hearing 'headhunter' live with the whole crowd singing along was enough to make the whole night
Morris Day & the Time/Patti Labelle/Prince - Philly '04 - his presence filled the room during his final concert tour
Lady Alma/King Britt/Tortured Soul - NYC '05 - soulful saturday in central park, can't beat that!