Easy, TOOL, 1996 at Wing Stadium in Kalamazoo,MI when Ænima came out. It was such an amazing show. Still not sure how I managed to get approval to go, I was in 10th grade and the show was out of town on a school night. So glad I was able to go though!
Runner up would be Smashing Pumpkins, my first concert ever. 1995 when Mellon Collie and the Infinite Sadness came out.