I've been to hundreds of shows over the years. I'm a concert junkie, and I've seen all sorts of groups from all sorts of genres, in various cities in the western US. That said, standouts off the top of my head:
Nine Inch Nails. I've seen Trent Reznor and company many times and in multiple states - from tiny clubs to arenas - and every single show has been mind-blowing. My favorite live act of all time, and by a wide margin. Rumor has it they'll be touring in late-2017. Do yourself a favor and grab tickets. You'll thank me later. Absolutely incredible.
Massive Attack at a small venue about 15 years ago. A total sonic assault, soaked in pure awesomesauce. Other-worldly.
Pearl Jam. Yield tour, the summer before my senior year in high school. I borrowed my dad's van and me and my buddies piled in, tailgated for hours, sang PJ songs in the parking lot with strangers, and had awesome seats for the show. It was one of my first concerts, and one I'll remember for the rest of my life.
Muse in 2006 at the same small venue where I saw Massive Attack. Watching a band on the brink of superstardom: badass.
Peter Murphy unplugged. Front row and dead center at a very small club right after Bowie died. He sounded amazing, and with Bowie gone, Murphy just might be the best voice left from that era. Surreal.
Royal Blood a couple of years ago at a bar in Tucson. These UK guys are going to be huge, and they blew the roof off the place. If you haven't heard their music, check 'em out. You're welcome
Rob Zombie on the Educated Horses tour: Mesa, AZ. The show was cool enough (I've seen him perform better several times TBH), but I was walking around outisde the venue afterwards, bumped into the man himself, and we chatted for a few minutes with no one else around (he approached ME). One of my more memorable rock star moments (I've had similar encounters with other bands, but this one was the most organic and conversational). The dude was pure class, and the whole thing turned me into a diehard fan.
Rage Against The Machine: LA Rising. RATM's last show. Another long-time favorite that I waited years to see. I really hope they come back, but if not, they certainly went out in style.
Social Distortion in the spring of 2002: Tucson, AZ. My first (and almost last) time getting into a fight at a show. It's a long and funny story, but I didn't start it... though I did finish it. I'd wanted to see Social D for years, only for a guy twice my size and half my sobriety, attempt to ruin it. First song into the set, and I'm neck-deep in bullshit. 2nd song in and I'm rocking out, with strangers giving me high-fives like I just knocked out Biff Tannen. I've seen them many times since then (and better), but that was the most memorable by a long shot. Mike Ness has a time machine to my soul.
Blink 182, like a week after 9/11. I admittedly liked these guys in high school and college, and while it certainly wasn't a mindblowing show from a musicianship perspective, it was one of the more emotional shows I've ever attended. Everyone in the venue was a brother or sister that night. I've never felt so much love at a show. Except for maybe...
Eagles of Death Metal, post-Paris, 2017. Hands-down the most joy I've ever seen exuded by a band onstage. These guys just plain love rock and roll and being alive. Absolutely contagious energy. I think everyone in the venue grinned from ear to ear the entire set. I know I did.
And the "almost" award goes to Nirvana. Me and some of my friends were supposed to see them in '93 (it would have been my first show. I was 12 or 13), but my friend's mom got sick and couldn't drive us there, and the rest of our parents were at work. A year later, Kurt was dead. In hindsight, that day should have been my first cab ride.