Hard to pick a #1 best, but there have been a few. The Tragically Hip in Moncton was my first big concert (even though I'd seen them at smaller places before that, when they weren't as big), so that's memorable. I saw Victoria Williams in London UK and she was great.
I also saw Sleater Kinney at King's College in London and it was kind of surreal. The show itself was great. It was in a small venue, just a college cafeteria. Jarvis Cocker walked up and stood right beside me with a small entourage hanging around behind him, and Elliot Smith was drinking alone at the bar.